The Covered Walkway leads to the Sperone Gallery, a part of the structures built by the architect and military engineer Rocco Cappellino to protect Cagliari from 16th-century Muslim military incursions. Convened by Charles V, Cappellino created the first modern defence project in Sardinia, made up of towers, ramparts, fortified cities and castles.

The Gallery was also built with the aim of embellishing the buildings of the Bastion, which had the front to the sea. Its internal environment is called "vaulted casemate" and it was used for military usage. It also took the name of "Cannoniera" because it placed a cannon whose shot crossed with that of the cannon positioned in the Bastion of the Balice, which is located in University street. This new defensive technique served to protect the “Porta dei Due Leoni”, the entrance to the gallery, which was the only access from the south to the fortified city.

Inside the Gallery there also was an access road that led the condemned to death to Piazza Martiri.

One of the areas was used as a prison. In another room there was, however, a public cistern that distributed water in the Castello area.

An internal part of the gallery was also used as an air-raid shelter during the Second World War.