This work investigates the acoustic characteristics of the double elliptical vault, which overlooks the Grand Staircase of the Royal Palace of Caserta (Italy). The Royal Palace was built by the architect Luigi Vanvitelli in the Seventeenth Century and it is the largest royal building in Italy. The double elliptical vault presents a great scenography effect. Inside the vault, on the planking level, musicians used to play for the king and his guests when the royal procession, going up the grand staircase, entered the royal apartments, creating astonishment among the guests who heard the music without understanding from where it was coming. Since the musicians were inside the vault, the long reverberation made the listeners perceive the vault to be enveloped by the music. To investigate this effect, the acoustic characteristics of the double vault were measured, putting the sound source on the planking level of the vault, while the microphones were put along the staircase and in the vestibule towards the royal apartments. Finally, the spatial distribution of several acoustic parameters is evaluated also using architectural acoustic simulations.