The museum was opened on a voluntary basis in early 1986 in a specially built building. Thanks to the efforts of local historian Z. E. Prochtenko, the council of veterans of the Great Patriotic War, and concerned residents of the Mglin district, exhibits were collected and the exhibitions "Mglin, an Ancient City" telling about the history of the city, and an exhibition dedicated to the Great Patriotic War were arranged. However, at the end of the year, the building was transferred to the Bryansk Art Gallery, and the museum was moved to one of the classrooms of SPTU-37.

By the decision of the Mglin district administration, the museum was recreated in 1998, and in 2003 it was named after the local historian and founder Z. E. Prochtenko. In December 2011, the Municipal Budget Institution "Mglin District Local History Museum" was established. Now visitors can see exhibitions: "Archaeology", "Ethnography", "Military Glory", "Internationalist Warriors", "Best People of the District", and "Art Exhibition."