The Carlos Machado Museum is housed in the former Santo André Convent, the first patron saint of the city of Ponta Delgada.

The history of this building dates back to the 16th century. It was founded in 1567 by Diogo Vaz Carreiro and his wife Beatriz Rodrigues Camelo, having been definitively transferred to the women's Franciscan order in 1577. It was the second convent of Poor Clares to be built in Ponta Delgada, following the construction of the Nossa Senhora da Esperança Convent.

The building is one of the most beautiful examples of monastic architecture in Ponta Delgada. It has undergone various interventions over the centuries, before being adapted to a museum in 1930.

From 2006, the Sacred Art collection is open to the public at the Sacred Art Centre, which opened at the former Church of the Jesuit College.  The artistic collection, kept in the church since the time of the Jesuits, comprise paintings and sculptures of the 17th and 18th centuries that are on display in the nave and vestry, with special emphasis on the Coronation of the Virgin by Vasco Pereira Lusitano (1535 - 1609), painted in Seville in 1604, and the paintings portraying the life of St. Francis Xavier attributed to painter Bento Coelho da Silveira (1620-1708).

In 2008, the Mobile Museum project conferred an island dimension to its collections, which have since travelled through the island of São Miguel in an emblematic van.

In 2010, a second museum centre opened to the public in the former Santa Bárbara Convent, located opposite the Santo André Convent.  The administrative services of the institution were installed there as well as two new spaces available for temporary exhibitions.