The mansion was originally built for the American businessman Charles Ridgley Horne in 1846. Allied to the paramount Governor of Buenos Aires, Juan Manuel de Rosas, Ridgley Horne was forced into exile after the strongman's 1852 overthrow, and the land was sold to José Gregorio Lezama. Following his 1894 death, his widow, Ángela Álzaga de Lezama sold the property to the city, which converted the mansion into the museum, and most of the surrounding land into Lezama Park.