The former Romanesque church of San Juan de los Caballeros is the historic building that currently houses the museum.

The church had ceased to be used for worship in 1843, entering a period of gradual neglect, although it was spared demolition. From 1849, the church building housed various antiquities, although these were soon moved to the various locations where the collections of the Segovia Museum were to be kept.

The building’s dilapidated state enabled its purchase by the painter and ceramist Daniel Zuloaga (1852–1921), who set up his studio and home there.

Following the artist’s death, the building was declared a Historic Monument in 1931 and became the home of the Zuloaga Museum in 1947, the year in which the State purchased numerous pieces from the Zuloaga family. It underwent successive renovations until its final inauguration in 1998.

It houses a selection of the ceramic pieces produced in this workshop, as well as sketches of architectural decorations by Don Daniel for various locations across Spain. It also features paintings by Daniel himself and his nephew Ignacio Zuloaga, as well as other objects