The heritage-protected Mylau Castle is the only almost completely preserved and largest castle complex in the Saxon Vogtland region, making it an outstanding architectural monument and the museum's most important exhibition object. The collections of the cultural history museum in the castle are among the oldest museum collections in the Saxon-Vogtland region.

The origins of the museum in Mylau Castle go back to the Mylau Natural History Society. The association has been in existence since 1876 and was initially based in a restaurant on Hirschsteinweg, not far from the castle.

In 1893, the Mylau Natural History Society moved its exhibition into the castle as part of the remodelling and renovation work initiated by the Mylau Castle Building Society. This was followed by targeted collecting and exhibiting in the fields of natural history, mineralogy, local history and ethnology. The collections were looked after by the initiator of the natural history association, the teacher Ferdinand Schicker, the chairman of the castle building association and factory owner Robert Merkel, the medical officer Dr Alwin Polster and many other committed members of the association. At the same time, extensive literature on topics such as entomology, mineralogy and ornithology was compiled. This laid the foundation for the museum library. In the following years, the interest in collecting expanded to include cultural-historical and folkloristic objects. By the beginning of the 20th century, the natural history association had become a museum of local history with a broad spectrum of collections.

In 1956, the Mylau Castle Museum was administratively merged with the Reichenbach Museum to form the Reichenbach District Museum (Kreismuseum Reichenbach) and placed under the control of the district, creating the second largest museum collection in the Vogtland region of Saxony. In the following decades, the collection and exhibitions focused primarily on local labour and aristocratic history, natural history and castle history. Individual exhibition rooms were repeatedly refurnished or updated.

With the reorganisation of the administrative districts in the early 1990s, Mylau Castle and the museum, including the collection, were assigned to the town of Mylau. The museum activities and collection work that had been carried out up until then did not change in the years that followed. Since August 2010, it has been under the sponsorship of futurum vogtland e. V. Under the sponsorship of the association, a large number of changes have been realised for the museum work, the collections, the castle buildings, the exhibitions and the tourist connections. The renovation of the permanent exhibition in 2014 is particularly important.