In 1849, after the Battle of Novara, the abdication of Carlo Alberto and the ascent to the throne of Vittorio Emanuele II, in the context of the reorganization of the Army, the Minister of War Alfonso La Marmora decided to move the Riding School (created by Carlo Felice in 1823) to VenariaReale, in the city of Pinerolo, changing its name in Cavalry School. According to a memory of General Montù, "For the mild climate, the abundance of water and fodder, the healthiness of land and in order to move away from Turin particularly for young people, it was a dangerous centre of attraction".

The School remained in Pinerolo until 1943 when it was dissolved. At the end of 1961, the Council of the National Association of Cavalry Army decided to situate the Museum in Pinerolo, at the Ministry of Defence​; it is one of the most recent Military Museums of the State.

After having been received legal personality by the President of the Republic, in October 1968 it was inaugurated and opened to the public. Today the Museum depends on the North Interregional Completion Forces and Recruitment Command in Turin.

Almost nothing of what is housed in the Museum come from the Administration of Defence: the Barracks where the Museum is situated is owned by the city of Pinerolo to which it pays a symbolic rent. Almost all the relics exposed have been donated by Officers, Non-Commissioned Officers, Soldiers and evaluators of the Army.