The collecting of ancient artefacts in Mérida goes back for centuries. Some isolated reports of collecting date back to the Middle Ages, and we know that sculptures and inscriptions were collected from the 16th century onwards. In contrast to most, which were not from Mérida and which sent valuable pieces of its heritage to other parts of Spain or even abroad, collections such as that of the Duke of La Roca remained here in the city. In the 18th century, a new selection of valuable Roman and Visigothic artefacts was assembled at the Convent of Jesus (now a Touristic Site). At the beginning of the 19th century, the idea of creating a museum in the city began to take shape. This project, however, did not come to fruition until 1838. After the Spanish state ordered the confiscation of Church property, part of the former Convent of Santa Clara was turned over to become the Archaeological Museum of Mérida, created by Royal Order.
The start of the major excavations at the city's Roman Theatre and Amphitheatre in 1911 coincided with the appointment of one of the project’s archaeologists, Maximiliano Macías, as the first curator of the Museum. During his time as director, the objects present in the collection were numbered and their descriptions compiled in the Museum's first catalogue. After the Spanish Civil War, a new curator, José Álvarez Sáenz de Buruaga, took charge of the Museum. He did an exemplary job of organising the institution and bringing it up to date, as well as launching a major campaign to give it the status and the facilities it deserved. This effort would begin to bear fruit by 1975.