Located inside the enclave of the Alcazaba, its Prehistoric Room is doubtless the most interesting, as it housed numerous pieces of the Palaeolithic, Neolithic and the bronze and iron epoch, most of them from the caves of La Pileta and La Victoria.

Others interesting collections of pieces from different origins and cultures, could be admired in different rooms, amongst which the most interesting are the Greeks, romans, , and Arabic.

The roman tiles are of great beauty and amaze for the colouring and the ingenuousness of its designs.