The National History Museum is situated at Mahebourg, in a fine park extending to about 12 acres, on the bank of River La Chaux. It is housed in Chateau Gheude (also known as Maison Robillard), an old French colonial country house built around 1772 and presently listed as a national heritage. It was in a wing of this historic building that the two Commanders of the English and French squadrons, wounded in the Battle of Grand Port in 1810, were given medical treatment side by side. The National History Museum finds its origin in the Naval Relics Museum and the Museum of Historical Souvenirs. The Naval Relics Museum was set up by the Mauritius Railways in 1934 and was located on the ground floor of the Secretariat Building in Port Louis. In 1941, it came under the purview of the Mauritius Institute. The museum exhibited the objects (canons, mortars, part of hulk, bottles) retrieved from the shipwreck La Magicienne in 1933 and 1934 by H.C.M. Austen, engineer at the Mauritius Railways. The museum was closed in 1942.
The Museum of Historical Souvenirs was created by Lady Clifford, wife of Governor Clifford. It was opened in March 1938 and housed in two rooms, on the second floor of the Government House. The collection comprised furniture and ceramics belonging to the East India Company and artefacts donated or loaned to the museum.