The museum can be considered the heir to the traditions of humanism established in the late 19th century by the first Sakhalin museum, which opened in 1896 in Alexandrovsk post. Thanks to the efforts of a small group of intellectuals and the administration of the Sakhalin penal colony, diverse collections were gathered: ethnographic, archaeological, geological, botanical, zoological, and others. The activities of the first Sakhalin museum are associated with the names of renowned Russian ethnographers L. Ya. Shternberg and B. O. Pilsudski, who were exiles and convicts at that time, as well as other figures who contributed to the study of the island's nature and population.

The history of the museum was complex and largely reflected the political events in Sakhalin in the 20th century. During the Japanese occupation, many collections were lost, and only photographs in archives remind us of the first Sakhalin museum.

After the division of Sakhalin in 1905 between Russia and Japan, museum activities resumed in both parts of the island. In 1932, in Soviet Northern Sakhalin, in the city of Alexandrovsk-Sakhalinsky, the regional museum named after the 15th anniversary of the October Revolution reopened. In Southern Sakhalin, in the Japanese governorate of Karafuto, a museum was also established.

In 1947, Sakhalin Oblast was formed, marking a new stage in the development of the Sakhalin Regional Local History Museum. In 1953, after the closure of the Alexandrovsk City Museum, all its collections were transferred to the Sakhalin Regional Local History Museum, which became the custodian of all previous Sakhalin collections.

In the mid-1980s, a network of museum branches began to form in the districts of the region. By 2000, there were seven branches in district centers. In 2001, these branches became municipal museums.

As of 2020, the museum had over 200,000 exhibits on various topics.