The building in which the museum is housed was originally the guardroom of the barrack complex for “F” Division headquarters of the North West Mounted Police, built in Prince Albert in 1888. This is the only building salvaged from the complex, which stood on 53 acres of land located on the west hill of Prince Albert.
The museum opened in 1985 housing artefacts from the Saskatchewan Provincial Police, Prince Albert City Police, RCMP (NWMP and NWMP), Saskatchewan Penitentiary, and the Provincial Correctional Centre (Provincial Jail and Territorial Gaol).