The June 4th Museum was planned and built by the Hong Kong Alliance in Support of Patriotic Democratic Movements of China (the Alliance). It began in 2012, founded on the principles of "understanding history, and not forgetting June 4th". The Museum collects, conserves, and curates cultural artifacts, books, magazines, and newspapers related to the 1989 democracy movement and the June 4th massacre. Also, by organizing exhibitions, the Museum helps visitors to understand the history, and to keep the truth and memory alive. In addition to the permanent exhibits, the June 4th Museum also arranges special exhibits for special occasions.

The early iterations of the June 4th Museum consisted of temporary exhibitions held first in 2012, in Sham Shui Po, Kowloon, then second in 2013 at City University of Hong Kong in Kowloon Tong. It wasn't until April 26th, 2014, when the Alliance purchased a space, that the June 4th Museum's physical museum was able to formally open in the Fu Ho Building located in Tsim Sha Tsui. However, the relationship between the building's owners' corporation and the Alliance was always a rather tense one. Not only was it asserted that the Alliance was violating the building contract, it was also required that visitors register their IDs, the number of visitors be limited, etc. In light of the substantial conflicts and resistance encountered, as well as the spatial limits on the Museum, the Alliance decided to close the Museum July 12th, 2016, and began seeking a new location.

In 2017 and 2018, with Community Cultural Center collaboration, June 4th Museum exhibitions were held at the Jockey Club Creative Arts Center. Later, on April 26th, 2019, the June 4th Museum reopened in a space that the Alliance purchased in the Ngai Wong Commercial Building, Mong Kok. However, after only being open for half a month, unknown parties entered the Museum and wreaked havoc. June 1st, 2021, the third day after the June 4th Museum had reopened, Food and Environmental Hygiene Department personnel came to do an inspection. They said the Museum had not applied for a license as a place of public entertainment, and was suspected of being in violation of the Places of Public Entertainment Ordinance. After some discussion, the Alliance decided to temporarily close the Museum. July 30th, 2021, with the National Security Law having taken effect and a new political situation in Hong Kong, the Alliance announced that the closure of the June 4th Museum