The museum building was originally a railway station, constructed for the Orleans Railway Company and finished in time for the Exposition Universelle (World Fair) of 1900 to the design of three architects: Lucien Magne, Emile Bénard and Victor Laloux. It was the terminus for the railways of southwestern France until 1939. By 1939 the station's short platforms had become unsuitable for the longer trains that had come to be used for mainline services. After 1939 it was used for suburban services and part of it became a mailing center during World War II. The station's hotel closed on 1 January 1973. In 1977 the French Government decided to convert the station to a museum and it was opened by President François Mitterrand on 1 December 1986.