The oldest object in the collections of the Estonian History Museum is an Acheulean stone axe (dating back 1.5 million – 60 000 years ago) and the youngest object was used by someone only yesterday.
In the early 1860s, an archaeology collection was established in addition to the collections of documents, antiquities, seals, coins, art objects and natural sciences. The establishment of the Provincial Museum in 1864 was the first time when contemporary items were also collected, and displayed in public. The latter inspired people to bring an increasing amount of objects to the museum. In addition to donations, mainly from members of famous noble families of the time, and public figures, the collections were also supplemented by the acquisition of private collections. Tallinn’s town hall pharmacist Johann Burchard’s collection "Mon Faible", the collection of the academician Karl Ernst von Baer, and archaeological artefacts collected by history enthusiast Jaan Jung all ended up in the museum. 1875 saw the publication of the first catalogue of collections, compiled by G. J. von Hansen. The great value and scientific potential of the collections, archive and library of the Provincial Museum was also recognised by the Republic of Estonia.
Reforms implemented by the Soviet authorities during the 1940s–1960s significantly affected the museum collection as well. The collections of the Military Museum, Police Museum and some smaller museums were added to the History and Revolution Museum of the Estonian SSR. Materials of the Learned Estonian Society as well as items from the Postal Museum, Literature Museum and the Estonian National Museum were handed over to the museum. At the same time, the museum lost more than 200 000 objects. The Estonian SSR Museum of Natural History was established using the collections of natural sciences, and about 135 500 printed items became the core of the Baltica section of the Academic Library of Tallinn University.
From the early 1990s, the collections were replenished by objects dating back to the time of the first Republic of Estonia, and materials on political history that had survived the Soviet period. With the creation of the Film Museum in 2006, the museum collection was supplemented with items from the history of Estonian film. In 2016, the collection of the Estonian Museum of Economy was added to the museum collection.
Since spring 2009, the museum has implemented a web-based information system (MuIS - https://muis.ee/), which enables everyone to become acquainted with the museum collections from the comfort of their own home.