The history of the museum is linked to the construction in 1861 of the Estrada União e Indústria, a macadam road (now a highway) that connects Juiz de Fora and Petrópolis. Mariano Procópio, the engineer in charge of the road's construction, ordered the construction of the Villa Ferreira Lage in order to shelter Dom Pedro II, who would inaugurate the route. The construction could not be completed on time, however, so Procópio elected to house the royal family in his own residence. The Emperor would only see the completed structure on his second visit in 1869.