The museum is set in a neo-Renaissance style pavilion built for the Latin American Expo of 1929.
The archaeological collection of the Museum of Fine Art was moved here in 1942. The tour starts with the Early Palaeolithic period and finishes in the Middle Ages, with Moorish and Mudejar items. On the ground floor of the museum you can see items from the prehistoric archaeological sites of the province of Seville, presented in chronological order. Especially noteworthy in the collection is "Carambolo's Treasure", dating from the Tartessian period.