It occupies the building of the Colegio Convento de la Madre de Dios, founded by María de Mendoza, daughter of the Counts of Mélito, in 1565, as part of the university city of Alcalá, although the current construction dates back to the 17th and 18th centuries, as the original building was too small and was also structurally deficient, although it is likely that the convent doorway of the final building, through which the Museum is currently accessed, was reused from the previous one. On December 2, 1808, during the French invasion, the friars were evicted and the building was converted into a cavalry barracks for the Napoleonic troops, who were apparently responsible for the destruction of the main altar of the church and the looting of valuable objects. The friars returned in 1815, but in 1835 the convent was disentailed, passing into the hands of the City Council of Alcalá de Henares. The convent area was used as a prison until 1951, while the church housed the bar association, courts and the Audience, with the entire building undergoing profound modifications, such as the transfer of the church's façade, which faced Plaza de las Bernardas, to Calle de Santiago.