It was built on order of the doge Marino Grimani, based on a project by Antonio Contin, a sculptor architect who had the workshop in Venice, and was used to connect the Doge's Palace with the New Prisons.

Legends say that it owes its name, in fact, to the complaints of prisoners who, crossing it to go to the offices of the feared inquisitors, emitted numerous complaints and sighs, as they were aware that it would have been the last time they would have seen the outside world.

Precisely for this reason the bridge was baptized with his name towards the end of the nineteenth century, even if, in reality from the bridge the view towards the outside world turns out to be almost zero. In any case, it is said that the condemned of the free world emitted the last sighs, as they knew that under the Republic of Venice, those who were imprisoned in prisons, no longer thundered.

It is possible to admire the Bridge of Sighs of Venezia from the Paglia bridge, which divides the San Marco district from the Castello district, or from the Canonica bridge, behind the Piazzetta dei Leoncini. It should be noted that the New Prisons are the first building in the world to be specifically designed as a prison.