The museum occupies an 18th-century building which was declared Bien de Interés Cultural in 1962.

[citation needed] It was established in 1873 as the Municipal Archaeological Collection, merging collections donated by wealthy individuals, and based at the Old City Hall of Jerez de la Frontera.

The collection includes a Corinthian helmet, extremely rare in Spain, found near the city's Charterhouse by the river Guadalete.

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