It is located in the oldest building in Winnipeg, a former convent of the Grey Nuns.

Begun in 1846 and finished in 1851, the former nunnery has been an orphanage, a school, a seniors' home, and was the first incarnation of the St. Boniface Hospital.

The building was built using the Red River construction method (also called mortise and tenon or tongue and groove).

In November 1959 the municipality designated a museum for the site and established a board of directors.

On display are locks of his hair, his revolver, his shaving kit, his moccasins and other items belonging to him plus pieces of the rope used to hang Riel, the white hood placed on him before he was hanged, and the coffin on which his body was placed after his execution.