Mystery Castle is located in the city of Phoenix, Arizona, in the foothills of South Mountain Park. It was built in the 1930s by Boyce Luther Gulley for his daughter Mary Lou Gulley. After learning he had tuberculosis, Gulley moved from Seattle to the Phoenix area and began building the house from found or inexpensive materials. Boyce Gulley died in 1945, and Mary Lou and her mother were notified by attorney that they had inherited the property. Shortly after, the mother and daughter moved in.