The Diocesan Museum was established as an offshoot of the Ambrosian Diocese, expressing its art and, above all, its historical and ecclesiastical identity. The Museum houses and promotes the Diocese's precious artistic heritage, and valorizes its historical and religious significance: in such a scenario the encounter with the beauty of the works of art assumes new importance, with profound meaning. The Diocesan Museum was first conceived in 1931, when Blessed Ildefonso Schuster, Archbishop of Milan, addresses the clergy in a letter entitled Per l'arte sacra e per un Museo Diocesano (For Sacred Art and for a Diocesan Museum), fostering the idea of founding
an institution dedicated specifically to the promotion and refinement of the love of art in "persons dedicated to the Lord" and, at the same time, preventing the decline of the Diocese's remarkable artistic heritage.
The suggestion was not taken up until 1960, when Card. Giovan Battista Montini stipulated an agreement between the Curia and the Municipality of Milan, providing for the renovation of the Cloisters of Sant'Eustorgio, agreed as the home for the new museum, to be funded by the Opera Diocesana [Diocesan Authority], for the preservation and divulgation of the Faith. In actual fact, this agreement was not ratified and the scheme was left in limbo until the 1980s, when Card. Carlo Maria Martini started the rebuilding and conversion of the Cloisters, entrusting the project to the Lodovico Barbiano di Belgiojoso firm of architects. The new Museum was inaugurated on 5 November 2001.