The Government Museum was constructed by the public works department of Sikar and handed over to the Archaeology and Museums Department of the Rajasthan government in 1996. The Museum was made to protect, restore and display the heritage and culture of Shekhawati, an important ancient district of western Rajasthan where Sikar is now located. The museum displays antiquities of the Shekhawati region. Some of these antiques were acquired from the other museums of the department and were transferred to the Government Museum while some were collected as gifts. One such gift was an inscription and 252 stone sculptures of Harshanath temple gifted by Rao Raja of Sikar.

Important antiquities of the museum include copper objects, beads, pottery of Ganeshwara, a Buddhist symbol, beads, domestic objects of Sunari, stone objects and pottery of Galav Ashram of Ganeshwara, an excavation site trench model, Aadi Varaha coins, Ashwa Rohi coins, Nandi type coins, Mughal emperor Mohammad Shah's coin and Jaipur Naresh Sawai Pratap Singh's coin. The display also includes stone sculptures of Dantaramgarh, Baleshwar, Met, Laxmangarh and Khandela and weapons and decorative antiquities of Neem Ka Thana.