The previous building was further west, see: https://gwulo.com/node/6508
The book 'A sense of Place' has a photo of this building with the caption:
Marine Department Headquarters Building, Connaught Road Central. Completed in 1906 in a modified Renaissance Revival style, the then Harbour Master described it as 'fronting on the harbour and in every way satisfactory, being lofty, commodious, excellently arranged and conveniently placed.' The building was demolished in 1983.