The evolution of the Museum's architectural complex originated from the Santiago Fort, and accompanies the urban development of the city of Rio de Janeiro. The "Casa do Trem" (Ammunition Depot) is adjoined to the initial fortification, intended for the storage of guns and munitions used for the city's defense and, later, to the War Arsenal.

In the early 20th Century, the Arsenal was transferred to the Caju Point, thus allowing the complex to be adpated for its new functions: Pavillion of the Great Industries for the 1922 International Exposition.

By determination of President Epitácio Pessoa, two of the Pavillion rooms form the initial nucleus of the National Historical Museum. At the end of the Exposition, the Museum starts occupying, progressively,all the spaces.