The Museum of Huelva is located in the Alameda Sundheim, one of the most emblematic avenues in the city, which was a winter allée and home of the upper middle classes during the first decades of the 20th century. At present, it serves as a link between the two main populated centres in the city: the old quarter and "Isla Chica".
On this avenue, a true suburb of Huelva in the nineteenth century, the "Velodrome" was built. This was a sports stadium in which the first football championship (which had been recently imported) was played, an inevitable consequence of the colonialisation of the English in Huelva to exploit its minerals. Some good examples of buildings with this foreign influence can also be found in the area, such as the "Casa Colón" (House of Christopher Columbus), a former hotel inaugurated for the 4th Centenary of the Discovery of America (1892); the Barrio Reina Victoria", also called "Barrio Obrero" (1916), of the Compañía Minera de Riotinto to house its workforce; or the eclectic building with a modernist feel built in the site adjoining the museum, which acts as marking point for the pro-European approach which nourished the incipient manufacturing industry in Huelva during this period.
Immersed in this enthusiastic environment with a European influence, a small group of intellectuals form Huelva set up the first museum under the title of Provincial Museum of Fine Arts on calle Ricos, formerly Castelar, which was incorporated into the State in 1922, with some initial objects almost all of which came from individuals, except for a small lot by masters of the 19th and 20th centuries, deposited by the then Museum of Modern Art, Madrid. With the Spanish War, a large number of these works were returned to their owners, storing those belonging to the State in La Rábida Institute of Secondary Education, until the setting up of the current museum.
The 1940s involved a new attempt at providing Huelva with a museum, this time an archaeological one, an inevitable consequence of the proliferating activity of the engineer Mr. Carlos Cerdán Márquez, appointed as organiser for archaeological activities in the province with this aim. It had its headquarters in a small building handed over by the Port of Huelva, until 1973 when the new building was inaugurated, providing the Institution with a representative of the Cuerpo Superior de Archiveros, Bibliotecarios y Arqueólogos (Higher Body for Archivists, Librarians and Archaeologists), Mr. Mariano del Amo, who was the first director of the new Provincial Museum in Huelva.