Simultaneously with the construction of the Znamensky Cathedral, designed by architect G.V. Gavrilov, a two-story archbishop's house was built nearby. It included a fragment of an old building from the 17th century, belonging to the archimandrite of the male Znamensky Monastery. This is confirmed by the ancient room with vaults on the first floor.

In the new house, in addition to rooms for the archbishop, there were rooms for singers, the monastic brotherhood, and servants. In the mid-19th century, the entire upper floor of the beautiful stone building with an imperial colonnade and portico on the west facade was occupied by the archbishop's rooms, while the lower floor was allocated to the monastery's governor, the monastery administration, and the office of the Most Reverend.

From 1850 to 1853, an extensive annex was built between the cathedral and the archbishop's house. On the second floor, a large hall housed the domestic Cross Church in the name of the Three Holy Hierarchs: Basil the Great, Gregory the Theologian, and John Chrysostom. On the first floor of the annex, cells were arranged. At the end of the 19th century, this building was visited by the famous church figure John of Kronstadt.

In 1927, the current regional local history museum moved here after numerous relocations. It was founded as a historical-archaeological and handicraft museum in memory of Emperor Nicholas II's visit to Kursk in 1902. The museum was solemnly opened on January 18, 1905, for the townspeople and visitors.

The establishment of the museum was facilitated by the outstanding Russian archaeologist and legal historian, Professor D.Y. Samokvasov, from the universities of Warsaw and Moscow. Every summer he conducted excavations in the Kursk province and donated part of his archaeological collection to the museum. Emperor Nicholas II allocated ten thousand rubles for the museum's equipment. Among the patrons were Count S.D. Sheremetev, Princes P.N. Volkonsky, A.V. Baryatinsky, N.V. Golitsyn, Professor D.Y. Durnovo, and others.

After the October Revolution, the museum's funds significantly increased due to the expropriation of collections from the Ivanovsky Palace of the Baryatinsky princes and other noble houses. The museum received furniture, paintings, porcelain, crystal, bronze and silver items, and numismatic collections. In 1928, the local history museum had ten departments.

Before the arrival of German troops in Kursk, the most valuable exhibits were evacuated to Sarapul, while archaeological collections and porcelain were buried in the museum's basement. In November 1941, the occupying authorities opened the museum to visitors.

During the war, the building was partially damaged by bombings, with the photo lab and carpentry workshop destroyed, but on March 1, 1943, the museum resumed its work.

In the 1980s, 34 halls of the local history museum were visited by over one hundred thousand people annually. Currently, the museum's exhibition features three departments: nature, history of the pre-revolutionary period, and history of Soviet society.