This museum has been installed in the old Convento da Assunção since 1973 and was founded in 1994 to commemorate the 5th centenary of the birth of Infante D. Henrique.
The filling of this museum is quite valuable and includes sections of Epigraphy, Archeology, Paleontology, Ethnography, Archaeological Ceramics, Tiles, Mosaics, Glassware, Weapons, Pinacoteca, Engraving, Heraldry, Numismatics, Medalism, Metrology, Esfagística and local curiosities.