It occupies the building of the largest and oldest former Ottoman mosque in the city. The construction started in 1451 under grand vizier Veli Mahmud Pasha but due to his death in 1474 the mosque has been completed in 1494. The museum was established as a separate entity in 1893 as the National Museum. The museum was officially opened and inaugurated in 1905, as by then all archaeological exhibits previously kept all over the city were moved there.