On April 6, 1910, the Penza City Duma decided to satisfy the request of the Penza Society of Natural Science Lovers (POLÉ) and provide it with premises for a natural history museum, founded in 1905. The museum was located in the building of the former city police department on Troitskaya Street, which was moved to Grochev's house on Sennaya Square. The museum opened to the public on February 2, 1911, in three rooms of this building. Soon, three more rooms were allocated to the museum, and its area reached 38 square fathoms. Over ten years, the number of exhibits increased from 105 to 22,949 items, including 19,072 plant specimens, 1,972 soil and mineral samples, 1,553 representatives of the animal world, and 32 ethnographic items. The museum's zoological room hosted the annual general meeting of POLÉ, whose membership grew from 22 to 215 people between 1905 and 1915. A mobile educational department was created at the museum to provide schools with teaching materials.

The building that housed the Penza Society of Natural Science Lovers museum has not survived to this day.