As a Regional Museum, the Pico Museum comprises the Whaling Museum in the town of Lajes, the Whaling Industry Museum in the town of São Roque and the Wine Museum in the town of Madalena.

The three museum centres have become instruments with the potential of enhancing Pico’s cultural heritage and collaborating in the construction of its identity, through the survey, preservation, study and dissemination of its collective memories associated with the historical whaling and viticulture cycles on that island.

The Pico Museum, as the "headquarters" of the Advisory Committee for Regional Whaling Heritage, is also responsible for managing the recovery and conservation of cultural heritage as well as for participating in the planning and organisation of Azorean whaling boat regattas.