On 23 August 1890, fire destroyed the southeastern quarters of Thessaloniki, including the modest residence that housed the Greek Consulate and the small church of Saint Demetrius beside it. The Greek Orthodox Community owned the land. With insurance money, a donation from the wealthy financier Andreas Syngros, and help from the Greek government, the community rebuilt. They commissioned the German-Greek architect Ernst Ziller, who would also design Athens landmarks including the Stathatos Mansion and parts of the Royal Theatre, to design a new neoclassical building beside the new Church of Saint Gregory Palamas. Foundations were laid in September 1892. Work was finished by August 1893. In 1894, the Greek state rented the building to house its consulate in Thessaloniki, which at the time was the second-largest city of the Ottoman Empire and the capital of its European territory.

Lambros Koromilas became Greek consul in Thessaloniki in 1904 and immediately turned the consulate into something more than a diplomatic post. He organized a network of secret services within the consulates of Ottoman Macedonia, called centres, which collaborated with one another and directed armed Greek bands operating in the countryside. The struggle was not a conventional war. It was a contest among Greek, Bulgarian, and Serbian guerilla bands, each backed by their respective governments and aligned with different Orthodox church factions, for control of villages and loyalties in a region the dying Ottoman Empire could not adequately police. Bulgarian-aligned bands sought a Macedonia tied to Sofia. Greek-aligned bands sought a Macedonia tied to Athens. Local villagers, who often spoke Slavic languages, Greek, Aromanian, or Albanian and identified themselves in religious rather than national terms, found themselves pressured from all sides.

The museum's exhibits draw heavily on memoirs of the people who worked the centres. General Konstantinos Mazarakis-Ainian, who served as a special clerk at the Thessaloniki consulate, wrote that he met countrymen coming in from the villages from morning to midnight, advising them on resistance to the Bulgarians, while the small courtyard door let fighters slip away before the Ottoman sentry could see them. Alexandros Zannas, from one of the most prominent families in Thessaloniki, described how secret postal mail was relayed: railway employees brought letters from the interior to a coffee shop owner across from the train station, his sister picked them up, and the family delivered them to the consulate. The Ottoman authorities eventually expelled Koromilas in 1907. The centres continued working in secret, though more cautiously, through the Young Turk period until the Balkan Wars settled the question by force.

The Balkan Wars of 1912 to 1913 ended the Macedonian Struggle by ending Ottoman rule in the region. The territory was partitioned, with the largest share going to Greece. The consulate building no longer needed to serve diplomatic purposes and passed through other uses: the Agricultural Bank of Macedonia in 1915, the National Bank of Greece in 1917, the 23rd Primary School in 1923, food distribution by the Red Cross during German Occupation from 1941 to 1944, detention of political prisoners briefly at the end of the Greek Civil War in 1949, then schools again. After the 1978 Thessaloniki earthquake, the building was judged unfit for school use. Restoration converted it into a museum, opened in 1980 and inaugurated in 1982 by Konstantinos Karamanlis, then President of Greece, himself a Macedonia-born descendant of a fighter in the struggle. The museum tells the Greek story honestly, but visitors should know it is one of several stories competing for the same ground. Bulgarians, North Macedonians, and others remember the same period through different heroes and different villains. The dispute over what to even call this region has continued into the 21st century, settled only nominally by the 2018 Prespa Agreement that renamed the neighboring country North Macedonia. The museum is worth visiting precisely because it presents one perspective with conviction. It is not the whole picture.