It is set up in the former convent of the Visitation Nuns, built in 1868 on the remains of Domitian's palace. Here the archaeologist Alfonso Bartoli, in the 1930s, set up the new Palatine Antiquary. To allow for the expansion of the archaeological excavations then underway on the hill, Bartoli had the neo-Gothic style building that the Scotsman Carlo Mills had built on its top demolished.