The Historical – Folklore and Natural History Museum of Kozani was founded in 1969 and officially inaugurated on 10th October 1987. The museum is a creation of the Letters and Arts Association of Kozani.
The first historical – folklore collection was established at the end of 1968 to the beginning of 1969 and it was housed at times in various rented, small shops around the city. From 1975 to 1984, it was housed in a building of the Charitable Sisterhood of Kozani. In 1979, the Natural History Museum was founded in the aforementioned building. In this first exhibition, the historical department held the whole history of Kozani. At the same time, the folklore collection was composed, in which the following themes were exhibited: traditional occupations of primary production, workshops and trades, spiritual and social life, family life. The collections above were transferred four times to various rented, but unsuitable buildings. The Association's administration was always concerned with the issue of permanent housing for the collections in a building of their own. In the years 1980-1983, the building was constructed, in which the Museum is housed today. In 1993, a new, four-storey building was raised, as an extension to the first one, in order to house the Museum's new wing.