The Museu de Arte Sacra dos Jesuítas was established around 1948, when the Maria Auxiliadora Foundation became responsible for the administration of the Jesuit architectural complex, which encompasses the Church of Our Lady of the Rosary and the Attached Residence. The museum was incorporated into the complex following the restoration works carried out by IPHAN between 1939 and 1940; however, between the 1970s and 1980s, its operation remained restricted to visitors.
With the dissolution of the Maria Auxiliadora Foundation in 1986, the administration of the building was transferred to the Society of Jesus, and the museum began operating more broadly from 2004 onward. Its collection is composed both of furnishings integrated into the building — such as the main chapel, the two side chapels, and the pulpit located in the nave — and of the works that make up its collection of sacred imagery.