Work began on Friday on the Foster Street site behind the old rooms.
The rooms are being built on the same spot where Sale's first gaol was and there are still some signs of this with bearers in the ground. However, they will not effect the construction of the new building.
Works will be supervised by Sale builder and drum major Mr George Brown.
The band has a public appeal called "buy a brick" which it hopes to see every person in the district give a dollar, the cost of a brick. This would raise enough money to build the rooms.