Its collections initially consisted of statues, bas-relief sculptures and mosaics of the Roman era.

This collection was assembled by the archaeologists Father Giuseppe Marchi and Giovanni Battista de Rossi.

The Museo Missionario Etnografico was founded by Pius XI with the documents and relics exhibited in Rome at the Missionary Exposition in 1925, and included historical documents of Missions and relics from the people where these missions took place.

The three collections were transferred, under the pontificate of Pope John XXIII (1958–1963), from the Lateran Palace to the Vatican.

The Lateran Palace is now occupied by the Museo Storico Vaticano which illustrates the history of the Papal States.