The Historical Society for Slovenian Styria was founded on the 28th of May 1903 in Narodni dom. The Society established an archive, a library and a museum. They paid special attention to the publication of the scientific Journal of History and Ethnography which was published for the first time in 1904. The Society reported annually on its activities in the section "Society Reports". They also mention the objects they have collected for the museum.

As early as 1904, we can read that the museum had collected various materials from all disciplines: prehistoric excavations, some pottery from Roman graves, some paintings, weapons and national costumes. According to the Secretary of the Historical Society, Dr Franc Kovačič, the Society first opened a museum exhibition on the premises of Narodni dom on the 6th of June 1909, and in November of the same year the museum opened its doors officially.

At that time, the museum had three collections: cultural history, numismatics and natural history. The cultural history collection also includes paintings. Of those listed in the report, only two can now be identified with certainty in the current inventory: the portrait of Simon Gregorčič, donated to the Society by Mr Stegnar, and the portrait of Stanko Vraz, donated by Dr Turner.

The Historical Society used an inventory book to record the information about the acquired objects from 1909 onwards, but not chronologically. From 1923, the data on objects acquired by the Diocesan Museum and the Museum Society were also entered in the book, as the three collections were merged after 1924. According to the data in the current inventory book of the Museum, most of the paintings in the collection of the Historical Society came from the estate of Oto Ploj, a notary in Radgona.