The Naval Relics Museum was set up by the Mauritius Railways in 1934 and was located on the ground floor of the Secretariat Building in Port Louis. In 1941, it came under the purview of the Mauritius Institute. The museum exhibited the objects (canons, mortars, part of hulk, bottles) retrieved from the shipwreck La Magicienne in 1933 and 1934 by H.C.M. Austen, engineer at the Mauritius Railways. The museum was closed in 1942. The Museum of Historical Souvenirs was created by Lady Clifford, wife of Governor Clifford. It was opened in March 1938 and housed in two rooms, on the second floor of the Government House. The collection comprised furniture and ceramics belonging to the East India Company and artefacts donated or loaned to the museum. The museum was closed in 1939 because of the Second World War. The objects were kept in the basement of the Government House while those on loan were returned to their respective owners.

 

After the Second World War, in 1947, Government acquired the Chateau Gheude and in 1948 put it at the disposal of the Mauritius Institute for the setting up of a history museum. Collections of the Naval Relics Museum and the Museum of Historical Souvenirs were then transferred to this historical building which opened its doors to the public on 15 September 1950. The museum displayed mostly naval relics, historical artefacts, artworks and maps. It later became Naval and Historical Museum when a large number of objects from historic shipwrecks, sunk around Mauritius, were added to the collection. In 2000, it was proclaimed a National museum to reflect its new national character.