The predecessor of the Valga Museum, the Valga Interdistrict Local History Museum, was officially established on January 1, 1955. However, the museum actually began operating a little later when staff were found, workspaces were secured, and the first exhibition was organized. The museum has been operating in its current building, the former Estonian Säde Society and Theatre House, since 1957.

The current exhibition is more dedicated to the last decade since the sixtieth anniversary, but some old photos from the museum's earlier anniversary years are also on display.