The first part of the collection dates back to 1785, when the Governor of Jesi, Monsignor Cappellari, donated to the local administration a group of Roman sculptures found the previous year at the San Floriano Convent in Jesi. In 1867, with the discovery of new archaeological finds in the territory, the collection was moved to the Palazzo della Signoria and later transferred to the Civic Art Gallery in Palazzo Pianetti in the early 1990s. In 2003, the Collection, enriched with additional artefacts, was returned to the place where it was originally found, namely the former San Floriano Complex, and converted into a regional Archaeological Museum of the Territory.
The San Floriano facility was closed in 2007 and the museum exhibits were taken down and set up in the exhibition spaces of the former Stables of Palazzo Pianetti and displayed again on 15 December 2017. The museum was set up according to a chronological order from the Palaeolithic period to the Roman Era. The most outstanding artefacts among the objects found in the city of Jesi and the Media Vallesina include the grave goods of the Picene civilization and the group of sculptures of the Julio-Claudian era. The Museum also includes a large collection of Daunian vases from a private collection that were donated in 1983.