It was built between 1738 and 1741 as Hôtel Willems to designs by Johann Joseph Couven, though the decoration took a few more years to complete.
The foundry formerly on the site (part of the collégiale Saint-Barthélemy) was demolished to make way for it.
It was built by and for the rich Eupenois banker and merchant Michel Willems and his family.
Damaged in 1794 following the Liège Revolution, the building was seized and sold off to another family.
The city council bought it in March 1903 and it was restored by Joseph Lousberg before being opened to the public as the Ansembourg Museum on 10 September 1905.