The building, designed in the Baroque style, was constructed around 1803 by the architect José Domingos Monteiro. In 1808, it was donated to King João VI, and in 1810 the expansion of the Quinta Real began with the aim of enlarging its grounds. From that point onward, construction, expansion, and adaptation works were carried out to transform the building into a residence for the Royal Family, based on a project by the architect Manuel da Costa. Subsequently, the architect Pedro José Pézerat took over the project, maintaining its Neoclassical style.
The Museum was founded by King João VI in 1818, with its headquarters located at Campo de Santana, in Rio de Janeiro. Later, in 1892, its headquarters were transferred to the Paço de São Cristóvão.
Following the fire of 2018, H+F Arquitetos, in partnership with Atelier de Arquitetura e Desenho Urbano, won the competition for the reconstruction and restoration of the building.