Catherine II corresponded for a long time with the great European educator Voltaire and partly shared his ideas. After the death of the philosopher in 1778, the Empress came up with the idea of perpetuating his memory by building an exact copy of Voltaire’s Ferney Castle in Tsarskoye Selo Park and placing the philosopher’s library purchased from the heiress there. In a letter to her political agent, diplomat Baron F. Grimm, she wrote: “Tsarskoye Selo Park should not exist if there is no Ferney Castle in it.” However, construction of the castle had not even begun, and the library became part of the Empress’s own “room” library in the Hermitage.

Construction of the palace began in 1792 and by May 1796 its decoration was almost completed. On June 12, Grand Duke Alexander Pavlovich with his family and court had already moved to the new palace. The Empress celebrated her housewarming with her grandson and his family in the open colonnade of the palace, where a wonderful dessert was served and a beautiful view of the park.

The first owner of the palace, Alexander I, having become emperor, moved to St. Petersburg, and when coming to Tsarskoe Selo, he preferred his apartments in the Catherine Palace. The Alexander Palace was more often used as a spare “housing fund” for those close to him, who were usually settled on the second “Cavalier” floor.

The palace began to be rebuilt especially actively under Nicholas II, turning from a purely summer residence into a place of year-round residence. The Emperor chose for himself the eastern half of the palace, previously occupied by his retinue - in its place were the personal apartments of Nicholas II and Alexandra Fedorovna. A balcony with a canopy was added to the outer wall of the first floor of the palace, and the heating and water supply system was improved.

After the revolution of 1905, the Alexander Palace became the permanent residence of Nicholas II and the favorite place of residence of his family. The times were turbulent, so security officers were constantly on duty in the basement of the palace, under the bedrooms of the king and queen, and panic buttons were installed in the chambers. The duty room was connected by telephone to all posts near the fence and the city telephone network. In the vast basements of the palace, the area of the premises exceeding the first residential floor, there were about 200–250 servants daily, including security.

Already in 1918, a historical and everyday exposition dedicated to the life of the family of the last Russian autocrat was opened in the Alexander Palace. Later, in half of the palace there was a rest house of the NKVD, and in the rooms of the children of Nicholas II - the Children's Home named after Young Communards. In 1932, the Orphanage was closed, and the toys and furniture of the imperial children were transferred to the Toy Museum.

Only in 1997 did the first exhibition open in the Alexander Palace, and in 2009 the palace was finally transferred to the museum. In partially preserved historical and non-preserved interiors (exhibition rooms), furnishings and personal belongings of the family of the last emperor were exhibited.