The museum is housed in the ancient Vela Tower, built on the 16th century Santa Ana Port defensive battery.
It consists of three floors and a tower with five floors. The first floor is where temporary exhibitions and activities are held, and is also home to the library. The permanent exhibition begins on the second floor, with the Prehistory, Coin Collection and Punic-Roman Classical Antiquity rooms. The third floor hosts rooms dedicated to Medieval Moorish Art and Modern and Contemporary Melilla. From these rooms, visitors can access the Muralla Real battery, where the Outdoor Museum can be found, featuring heraldry artefacts.