The museum opened in 1800 in The Hague and first served to exhibit the collections of the Dutch stadtholders. Inspired by French museums, the site was known as the National Art Gallery, or Nationale Kunst-Gallerij. In 1808, the institution moved to Amsterdam following orders by King Louis Napoleon, the brother of Napoleon Bonaparte. It was during that period that the paintings, which were owned by the city, including 'The Night Watch' by Rembrandt, became part of the collection.

In 1863, submissions to a new building design contest for the Rijksmuseum did not adequately meet the requirements, although Pierre Cuypers’ submission came in second. In 1876, Cuypers won a new contest, with a design combining Gothic and Renaissance elements. Construction commenced in late 1876, as the interior and exterior of the building were richly adorned with references to Dutch art history. Another contest was held for the building’s decorations, and the winners, J.F. Vermeylen and B. van Hove, were to produce the sculptures, while G. Sturm was to create the painting and tile tableaus, and W.F. Dixon the stained glass work. The museum opened at its present-day location in mid-1885.

In 1890, the museum added a building made from parts of demolished buildings, representing an overview of the architecture of Dutch history. In 1906, the hall for the 'The Night Watch' was refurbished, and part of the wall decorations were painted over between the 1920s and 50s. In the 1960s, the exposition rooms and floors were built into two courtyards. The museum saw some minor renovations in 1984, 1995 and 1996 and 2000. In 2003, the renovation following designs of Spanish architects Antonio Ortiz and Antonio Cruz began. The interior decorations were to be restored and the floors in the courtyards removed.

The museum’s vast paintings collection features works by Jacob van Ruysdael, Frans Hals and Johannes Vermeer, as well as pieces by Rembrandt and his pupils. The paintings in the collection by Rembrandt van Rijn include 'The Night Watch', 'The Syndics of the Clothmaker's Guild', 'The Jewish Bride', 'Peter Denying Christ', 'Saskia with a Veil', 'Portrait of Titus in a Monk Habit' and 'Self Portrait as the Apostle Paul' and 'Tobias, Anna and the Goat'. The pieces by Johannes Vermeer feature his ultimate masterpiece, 'The Milkmaid', as well as 'The Love Letter', 'Woman in Blue Reading a Letter' and 'The Little Street'. Pieces by Frans Hals include 'Portrait of a Young Couple', 'The Company of Reynier Real', 'The Jolly Drinker', 'Portrait of Lucas De Clercq', 'Portrait of Nicolaes Hasselaer' and 'Portrait of a Man'. The collection of works by Jan Steen include 'The Feast of Saint Nicholas'.