Vesuvius was laid down in September 1887 at Philadelphia, Pennsylvania, by William Cramp and Sons Ships and Engine Building Company, subcontracted from the Pneumatic Dynamite Gun Company of New York City. She was launched on 28 April 1888 sponsored by Miss Eleanor Breckinridge and commissioned on 2 June 1890 at the Philadelphia Navy Yard with Lieutenant Seaton Schroeder in command.