The museum building is located in the neighbourhood of San Mateo, one of the six parishes into which Alfonso X divided the ancient Islamic medina in 1264.
The current installations are spread around three patios, forming a wide extended complex measuring approximately 3,200 m2.
The main part of the permanent exhibition is found in a building dating back to the late 18th century. Its structure is typical of "casas patio" (courtyard houses) and is a lesser-scale copy of Baroque palaces.
In 1838, the San Juan Bautista College of Humanities was founded in this building thanks to part of Don Juan Sánchez's inheritance. It would later become the first provincial secondary school in 1851.