Inaugurated in 1970, the Archaeological Collection of Aiane initially comprised the prehistoric and classical antiquities of the ancient city and its region. However, the ever increasing number of finds from Aiane and from the recent rescue excavations that preceded the construction of new national and regional roads in the Prefecture of Kozani (Egnatia Road, Kozani-Ptolemais-Niki National Road, Rymnio-Kozani National Road), called for the creation of a large and modern archaeological museum.

The construction of the Archaeological Museum of Aiane began in 1992 but was interrupted in 1993. Following the destructive earthquake of the 13 March 1995, the old Archaeological Collection in the town hall, antiquities that had remained in storage and equipment from the laboratories of the local Cultural Centre were moved to the unfinished museum and construction began once more. The museum was completed in 1997, while its laboratories and storerooms have functioned fully since 1995. In 1997, the Central Archaeological Council agreed to the museographical program and the preliminary study for the landscaping of the area surrounding the museum. The landscaping was completed in 2002 and the museum's two exhibition rooms (153 and 89 square metres) opened in October 2002.