Situated in Ram Niwas Bagh, the museum is housed in Albert Hall. It was commenced by Maharaja Sawai Ram Singh-II (1835-1880), completed by Maharaja Sawai Madho Singh-II (1880-1922) and designed by Col. Sir Swinton Jacob. Foundation stone was laid by Prince of Wales (Edward VII) on 6 February, 1876.

The museum was established on February 21 ,1887 and Lt. Col. T.H. Hendley was appointed as first Honorary Secretary. Collection includes 24930 exhibits out of which the important objects are:- 1 . E g y p t i a n Mummy {322-200.B.C.} 2. Persian garden carpet {16 Cent. A.D.}alongwith 16 other carpets. 3. Bronzes from Tibet and Nepal. 4. Sculptures, paintings and handicrafts of Rajasthan.