It is located beneath Jalan Damansara in front of the Muzium Negara (Malay; English: National Museum), which gave the station its name.

The station is located beneath Jalan Damansara to the southwest of the historical city center of Kuala Lumpur.

Commuters transferring between Muzium Negara MRT station and KL Sentral Transport Hub are required to walk through a 240-metre pedestrian link; which is partially elevated and underground.

The walkway also leads to KL Sentral Station, where an escalator brings users to the KLIA Ekspres arrival hall.

In addition to constructing the new pedestrian link, renovations to cater to the increase passenger volume were also carried out at KL Sentral station, such as widening the walkway between the KLIA Ekspres arrival hall and the main transit concourse by removing the retail outlets that used to line the walkway.