Realizing the importance of preserving the historical memory of the Bolshoi Theatre and its outstanding performances, famous performers, musicians, artists, in the first half of the XIX century at the Moscow office of the Imperial Theatres was founded the collection of archival materials, including posters and program books of the performances.

In 1918 the Directorate and the Department of the State Academic Theatres decided to create a special theatrical museum in order to store not only documentary, but also artistic and material artifacts. Since then the collection has continued to grow to include everything related to the history of theatre, the archives of performing arts companies, foundation and renovation of the building at the Theatre Square. A parallel educational work among the admirers of opera and ballet was also held. In 1921, in the halls of the Bolshoi’s dress circle the first exposition was opened, and visitors who came to the performance could see it "every day during the intermission", as it was stated in a sign at the entrance. Fyodor Fedorovsky, who for years served as chief artist of the theatre, was one of the founders of this museum.