The museum occupies the former Wan Chai Gap Police Station at 27 Coombe Road, a building perched near the Peak on the southern face of Hong Kong Island. Police stations at altitude made sense in the colonial period — the Mid-Levels and the Peak were where the British administration lived, and a station at the Gap could monitor movement between the harbor-facing slopes and the southern reaches of the island. The station itself was decommissioned; the museum moved in during 1988, having previously occupied Police Headquarters and then a commercial building in Wan Chai. A revitalisation project that began in mid-2020 returned the museum to the public in September 2022 with a renewed presentation.

Following its 2022 revitalisation, the museum is organized around four galleries. The Orientation Gallery covers the general history of the Hong Kong Police Force — uniforms, equipment, firearms, photographs, archives. Among its most unusual holdings is memorabilia donated by the widow of former Commissioner of Police Duncan Macintosh, and a collection of counterfeit banknotes. The Serious Crime Gallery details Hong Kong's long struggle with drug trafficking and major criminal investigations, displaying paraphernalia alongside reconstructions of criminal operations. The Triad Society Gallery examines the history, structure, and rituals of Hong Kong's triad organizations — the secret societies that shaped the colony's criminal underworld for generations. A fourth Thematic Gallery rotates focused exhibitions on specific periods and topics in police history.

Before entering, visitors pass a field gun displayed at the museum's entrance. The gun guarded the Old Tai Po Police Station for 45 years. It is a 7.7 cm FK 96, a German field piece from the late 19th century, and there are only two surviving examples of this type in the world. How it came to guard a Hong Kong police station in the New Territories, and then to stand at the entrance to a museum on a hillside near the Peak, is itself a story that crosses continents and centuries. The museum does not explain every thread — but the object stands as proof that Hong Kong's history runs deeper and stranger than its colonial surface suggests.

The museum traces its origins not to any government initiative but to a committee. In 1964 the Police Historical Records Committee was formed within the force itself, tasked with collecting artifacts relating to Hong Kong police history. Over the following years the committee assembled a significant collection. The proposal to create a museum came from the committee — a recognition that the objects deserved display, not just storage. The museum opened in limited form in 1976, housed initially within Police Headquarters. The move to the former Wan Chai Gap Station in 1988 gave it space and atmosphere: the building's own history added another layer to what the exhibits were already telling.