It is now located in an old Dominican convent from the 16th century, but the museum was originally situated in a building in the corner of the streets Garibai and Andia, then moving to another one in Urdaneta street. In 1932, after the refurnishing of the Dominican convent of San Telmo, the museum is re-inaugurated in the one which is currently its residence.

In its first moment, its collections were divided in two sections: Fine Arts on the one side, and Archaeology and History on the other. Since 1914 another one was added, that of Basque Ethnography.

Nowadays, more than 16.000 objects constitute the collections and are divided into four sections: Archaeology (near 600 objects); Fine Arts (including painting, sculpture, drawing, engravings, photography, etc., until a total of more than 9.600 objects); Ethnography (near 4.300 objects); History (near 1.500 objects).

We are talking about a museum in which diversity is one of its most important qualities. Thus, we can find the sword of king Boabdil, a painting by El Greco or a decorated Spanish cabinet from the 18th century within a very limited space.