The museum founded in October 1882 by the citizen Benedikt Höck, and focusing on Weilheim's cultural history, has been located since 1966 in ten rooms on three floors of the Old Town Hall, which is directly beside the urban parish church. The detached building, used for administration until 1936, was built in 1538, when the city celebrated the 300th jubilee of its founding, and was rebuilt in 1788–91 (with noble facades by Franz Joseph Bader from nearby Wessobrunn). Since 1977 there has been a special room for exhibitions in the former public bakery hall on the ground floor on the building's western side.
The collection of nearly 500 objects places particular emphasis on sculpture since the Middle Ages, especially from the Weilheim School c. 1600, painting and applied art since the late Gothic era, furniture (for example, an impressive cupboard by Clement Betle, 1587), a model of the city from 1811, and one of the oldest nativity cribs in Bavaria (1721) consisting of 62 figures which are painted on carved panels. Also interesting are two Bavarian rustic sleeping-rooms from c.1782–1820 and 1824.