This museum is located in the geographic space of what once was the Palacio Marquesal de San Clemente. Built in 1753 by Francisco Matías Busto y Moya, it was not until 1831 that it became a government building. The place was demolished in 1897 by orders of Governor Manuel Gómez de Linares, which gave way to the construction of the building that we see today.

In 2016 the offices permanently closed and in 2017 the place was turned into a museum. Inside, in addition to preserving historical testimonies, is the Library of Guanajuato.