The new building is kitty-corner to the one destroyed by Timothy McVeigh's truck bomb and a block from the Oklahoma City National Memorial — causing some government workers to criticize the location and ask for other accommodations.
The U.S. Small Business Administration started moving in Friday, and is one of three agencies scheduled to complete their moves this week.
"A change is always difficult," said Dorothy Overal, the agency's state director. "But we're looking forward to it. Our space looks very good."
The new building has been called one of the safest in the country. The main entrance is enclosed with three-quarter-inch thick, floor-to-ceiling steel plates. The building is set back from the street, and its windows are specially treated so they won't shatter in an explosion.
Still, its proximity to the Alfred P. Murrah Building site prompted several workers for the Department of Housing and Urban Development to say they don't want to move into the building.
Federal agencies have been scattered throughout Oklahoma City since the April 19, 1995, bombing.
About half of HUD's current 103 employees worked in the Alfred P. Murrah Building, some of them next to co-workers whose desks crashed through the floor. The agency lost 35 employees in the bombing and is the largest making the move.
HUD officials in Washington have said they are making special arrangements for employees who refuse to move into the building, though no final decision has been made about where they will work.
Other agencies moving in are the Food and Drug Administration, the hearing and appeals office for Social Security Administration, the Department of Agriculture, Veterans Affairs, General Services Administration and offices for the Army and Marines.