The museum traces its history back to 1904 when a collection of artefacts was founded in the cellar under Copenhagen Court House. The current museum was inaugurated in 1993. It underwent a thorough refurbishment in 2004.
The ground floor contains an exhibition about the history of the Danish Police Corps from its foundation in 1682 until the present day. First floor contains an exhibition about a criminological exhibition, featuring different forms of crimes as well as police investigation. The museum also hosts a special exhibitions.