The East Africa and Uganda Natural History Society was founded in 1910-1911 by persons with an interest in nature in British East Africa. In 1911 they established the Natural History Museum and library with an honorary curator. In 1914 they could afford a paid curator. They brought in Arthur Loveridge, a herpetologist, who arrived in March 1914. Loveridge concentrated on collections, with the members volunteering to contribute specimens, labour and funds.
The next curator was A F J Gedye. Among the new volunteers for the society were Sir Robert Coryndon, Governor of Kenya. At his unexpected death in 1925, Lady Coryndon established the Coryndon Memorial Fund to build a better museum for the society in memory of her husband. The government offered matching funds for public donations and in 1928 construction began.
The building was ready in 1929. Unfortunately no workrooms or storage space had been provided and therefore the Natural History Society declined to move in. The government then bought the old museum and the society used the money to add three rooms, gave its collections to the museum trustees, but retained the library. Everything was moved to the museum.
The museum was officially opened on 22 September 1930, as Coryndon Museum. Kenya became independent in 1963. The Coryndon Museum was renamed National Museum in 1964 and was included in a new system, the National Museum of Kenya