The Museo Diocesano Tridentino was established in 1903 with the specific purpose of preserving the Diocese of Trent's sacred art heritage, as well as providing an educational resource for priests who were students in the course of Sacred Art and Christian Archeology at the Theological Seminary, where the museum was first housed.

Only in 1963, on the occasion of the fourth centenary of the Council of Trent, the Museo Diocesano Tridentino was given a permanent home in the ancient Palatium Episcopatus (the building next to the Cathedral, commonly called Palazzo Pretorio), which had been in the early Middle Ages the residence of the bishops of Trent. This was in a sense a "second birth" for the museum, which could now finally be opened to the public. However, in this first phase not all the rooms had been restored and made available for the museum itinerary, and not all the collections had been suitably accommodated.

In 1989, in conjunction with the reopening of the excavations of the Porta Veronensis, a new and radical renovation of the palace was undertaken. At the same time, an extensive catalogue was made of the collections, most of which were still in storage, and works were restored in preparation for their display in the new exhibition space. On 29 April 1995, Pope John Paul II inaugurated the renovated rooms of the museum, arranged according to the most strict and up-to-date museum standards to establish the proper balance between the exigencies of conservation and of exhibition.

The museum is responsible also for the protection and maintenance of the Early Christian Basilica of San Vigilio and the objects found during excavations under the cathedral. This building originated as a burial place for the missionaries to Anaunia Sisinnius, Martyrius, and Alexander, martyred in the Val di Non on 29 May 397; next to them was buried Vigilius, the third bishop and now the patron saint of Trent. The building, which took shape between the late fourth and the sixth century, from the beginning acted as a burial basilica, i.e., a sanctuary with a primarily commemorative function. The basilica assumed the function of city cathedral between the ninth and tenth centuries, and underwent numerous transformations over the following years, until its solemn consecration by Bishop Alemanno, patriarch of Aquileia, on 18 November 1145.