From its beginnings the site was a sanctuary, with a permanent population limited to the temple priests. At first the games took place within the sacred precinct, the walled, rectangular Altis , but as events became more sophisticated a new stadium was built to adjoin it. The whole sanctuary was, throughout its history, a treasure trove of public and religious statuary. Victors were allowed to erect a statue in the Altis (in their likeness if they won three events) and numerous city-states installed treasuries. Pausanias, writing in the second century AD, after the Romans had already looted the sanctuary several times, fills almost a whole book of his Guide to Greece with descriptions.

The entrance to the site leads along the west side of the Altis wall , past a group of public and official buildings. On the left, beyond some Roman baths, is the Prytaneion , the administrators' residence, where athletes were lodged and feasted at official expense. On the right are the ruins of a gymnasium and a palaestra (wrestling school), used by the competitors during their obligatory month of pre-games training.

Olympia, The Gymnasium

Olympia, Temple of Zeus

Beyond these stood the Priests' House, the Theokoleion , a substantial colonnaded building in whose southeast corner is a structure adapted as a Byzantine church. This was originally the studio of Pheidias , the fifth-century BC sculptor responsible for the great cult statue in Olympia's Temple of Zeus. It was identified by following a description by Pausanias, and through the discovery of tools, moulds for the statue and a cup engraved with the sculptor's name. The studio's dimensions and orientation are exactly those of the cella in which the statue was to be placed, in order that the final effect and lighting matched the sculptor's intentions.

To the south of the studio lie further administrative buildings, including the Leonidaion , a large and doubtless luxurious hostel endowed for the most important of the festival guests. It was the first building visitors would reach along the original approach road to the site.