The Film Museum has a very long history. The idea to preserve cinematography works was first put forward by some filmmakers as early as in the 1910s.

In late 1920s, the Film Museum was opened as part of the National Academy of Art Sciences. However, when the Academy was dissolved in 1932, some valuable materials such as early motion picture cameras, scripts, designs, and posters collected by Grigory Boltyansky were either scattered among various archives or lost.

In 1947, at the request of Sergei Eisenstein, the Cinema History Sector was opened at the Arts History Institute of the USSR Academy of Sciences, followed by the film archive (Gosfilmofond) in 1948. Still, the Film Museum was not founded until later.

In the 1960s, the Management Board of the USSR Filmmakers Union established the Museum Commission led by two film directors, Leonid Trauberg and Sergei Yutkevich. The Union started construction of the Film Center at Presnya where the Film Museum will be located. The construction was delayed for many years and the building design was reviewed many times, but the building was always supposed to be home to the Film Museum.

In 1984, by the decision of the Filmmakers Union, the Museum Department was established at one of the Union's divisions, the All-Union Bureau for Film Art Promotion. By March 1989, the Museum Department was reorganized into the Central Film Museum. The year when the museum was opened marked the 100th anniversary of Sir Charles Spencer Chaplin, and Lady Oona Chaplin, together with Bubbles, presented The Great Dictator film (1940) to the museum. The film was shown at the opening ceremony on 31 March in the Great Hall of the Film Center.

When the Presnya building was completed, it provided space for the museum's collections, exhibition halls, and cinema halls where Russian and international films are shown in line with museum principles. Since the museum was founded and till 1 July 2014, the director of the Film Museum was Naum Kleiman, a film expert and a cinema historian.

In 1992, the Film Museum becomes an independent non-profit cultural and educational organization. Among its founders are the State Committee of the Russian Federation for Cinematography, the Confederation of Filmmakers Unions, the Russian Filmmakers Union, the Russian Ministry of Culture, and later Sovexportfilm. In 2001, the Film Museum was granted the status of a state museum.

In 2004-2005, the circumstances were such that Naum Kleiman decided to leave the Film Center at Krasnaya Presnya. In late 2005, the museum's collections were moved to Mosfilm Studios where they are kept today. Since then, film shows, exhibitions, and other museum events take place at different venues all around Moscow.

Since October 2014, the Central Film House has been an official venue of the Film Museum.