The current Museum of Cádiz began with the Confiscation of Mendizábal in 1835 and the deposit in the city's Academy of Fine Arts of a series of paintings from various convents which were seized. Among these works, there is a series of paintings by Zurbarán from the Monastery in Jerez de la Frontera. Meanwhile, throughout the 19th century, the Academy of Fine Arts gathered together a nucleus of works from the flourishing school of Cádiz, with the final echoes of Neoclassicism, Romanticism, Costumbrismo and historical paintings.

The chance finding in 1887 of the male Phoenician anthropoid sarcophagus on the site of the Cádiz shipyards was the starting point of the archaeological collection, and justified the creation of a museum of this type in the city. The museum built its collection from the findings of the archaeological excavations carried out at the time, donations by individuals and objects which the Historic and Artistic Committee for Monuments in the Province, which was set up for this purpose under the laws made by the various liberal governments from the reign of Isabella II, after the 1868 revolution.

The Museum has had several headquarters throughout time, such as Callejón del Tinte or Paseo de Canalejas, and in 1935 was set up permanently in the building in Plaza de Mina, only taking up the ground floor and sharing the building with the Academy of Fine Arts. Nevertheless, Archaeology and Fine Arts were in two separate museums, with different directors and staff.

It would not be until 1970 that both institutions would come together in the current Museum of Cádiz, also including an Ethnography Section. From 1980, work was begun to completely reform the building under the charge of the architect Javier Feduchi. Two phases of this Master Plan have been carried out and the third is pending.