Immediately next to the Archbishop's Palace stands the Monte di Pietà, an institution created in 1753 by the first Archbishop of Gorizia Carlo Michele d'Attems, with the aim of countering the usurious rates of Jewish lenders.

Originally located in the Archbishop's Palace, it was moved to the adjacent building in 1760. Having fallen into crisis after the death of its founder, in 1790 the Monte di Pietà was transformed into a Cassa d'Imprestanza with shares, closed in 1829 and reopened in 1831 on the initiative of Count Giuseppe della Torre, who also wanted to annex a savings bank.

Having undergone several renovations and alterations, the building long housed the headquarters of the Cassa di Risparmio di Gorizia, before becoming, following the most recent renovations between 2003 and 2007, the headquarters of the Cassa di Risparmio di Gorizia Foundation. Featuring a large exhibition space on the ground floor and a conference room on the first floor, it hosts exhibitions, conventions, events, and concerts.