The history of the Anapa Archaeological Museum began in 1909 with the opening of the Antiquities Room in the Resort Hall of the city. The foundation of the exhibition was a collection of ancient artifacts gathered by archaeologist and professor of St. Petersburg University Nikolai Ivanovich Veselovsky, who conducted excavations in the Kuban region since 1895 and lived in Anapa.

In 1908, Veselovsky discovered an ancient tomb in the village of Anapa, which was dismantled and moved to the city garden on the High Bank. Under his guidance, the tomb was restored and opened for visitors along with the Antiquities Room.

The collections of the Antiquities Room were lost during the revolutionary events of 1917-1920. After the Civil War, the museum in Anapa was revived in March 1932 thanks to the efforts of archaeologist and local historian G.F. Chaikovsky. According to ethnographer L.I. Lavrov, who visited the museum in 1937, it had an extensive collection.

During the fascist occupation from September 1942 to September 1943, the museum was devastated, and its collection was completely lost. In September 1945, the museum reopened, and the formation of new collections began.

In the summer of 1954, during the construction of the cinema 'Rodina' and the city bathhouse, a necropolis of Gorgippia was discovered. Rescue excavations were conducted by the Sind Expedition team under the leadership of I.V. Pozdeeva until 1956, and the first archaeological complexes were added to the museum's collection.

In 1958, A.I. Salov studied a section of the Gorgippia settlement. In 1961, the Anapa Expedition of the Institute of Archaeology was established, which was headed by Irina Timofeevna Kruglikova until 1973, and then by Ekaterina Mikhailovna Alexeeva.

The expedition investigated more than 16,000 m² of the Gorgippia settlement, over 700 burials of the necropolis, as well as nearby estates, burial grounds, and mounds.

In 1975, the expedition discovered and studied two tombs from the 2nd-3rd centuries AD: the painted 'Tomb of Hercules' and the burial of a noble family with rich funerary inventory.

In 1977, the Anapa archaeological reserve 'Gorgippia' was created, and the museum received the status of an archaeological museum, becoming part of the Krasnodar State Historical and Archaeological Museum-Reserve. Local historians Andrei Ivanovich Salov and Andrei Sergeevich Korytin played an important role in the establishment of the museum-reserve.

The first director of the museum was Zoya Nikolaevna Lemyakina, who still works at the museum. In 1978, the first exhibition about Gorgippia was opened, and work began on the conservation and restoration of the monument.

In 1999, a memorial exhibition 'Return to the Homeland' was opened, dedicated to E.Yu. Kuzmina, Karavaeva (Mother Maria). In 2008, a permanent exhibition 'The Ancient City of Gorgippia' was established.

In 2009, the museum celebrated its 100th anniversary. In 2013, an exhibition 'Anapa, City of Military Glory' was opened in the Local History Department. In 2018, the museum celebrated its 110th anniversary.