Located in the Argüelles district, this museum that was the residence of the 17th Marquis of Cerralbo, Don Enrique de Aguilera y Gamboa and his family that, was built between 1885 and 1893 by the architects Sureda and Cabello Asó and later his son Cabello Lapiedra, under the guidelines of the own Marquis, is a type of building based on the transposition of the 'French hôtel particulier'. 

Its rooms have a decorative setting that was masterfully recovered in the first decade of the 21st century, a task recognised with a medal from the European Union Prize for Cultural Heritage / Europa Nostra 2008.

The different rooms are organized according to the nineteenth century criterion, distinguishing between those dedicated to social life, and private rooms in which he spent his daily life, house paintings, furniture, clocks, porcelain, drawings, lamps, sculptures, weapons and armour, textiles, books, coins and various archaeological objects.