It has human head and lion's body. It is made of lime stones that common in Pyramids. Sphinx exists near Giza Pyramids.
Now, it is a big argument when the Sphinx was built and that is still open to question. (-。－；)
Theory as in the past claims that Khafre, son of Khufu, established it and Sphinx was the gurdian deity of Khufu.
New theory maintains that Sphinx is the oldest structure in Giza and three pyramids in Giza were constructed after that.