The museum is housed in a surviving portion of the Pike's Peak Stables, from which westward-bound Pony Express riders set out on their journey.

Between exhibits, a 7-part diorama, maps, an archeological dig and artifacts, the museum has entertained and educated visitors from all over the world.

Its exterior walls were rebuilt in brick in 1888, whether keeping the original structure intact[2] and/or reused some of its posts and beams.

The building, originally Pike's Peak Stable, was built for care of horses of the local freight and stagecoach company.

In the first Pony Express run on April 3, 1860, William (Billie) Richardson left from here to go the Patee House to pick up a waiting mochilla, then headed west.