Construction began in the summer of 1858 on what was then to be a new Court House for Warren County. The building is perched on one of the highest hills in Vicksburg on land given by the family of the city’s founder, Newitt Vick. Contractors were the Weldon Brothers of Rodney, Mississippi, who used 100 highly skilled slave artisans to make the brick and erect the building, which was completed in 1860 for a cost of $100,000. The building stands as an architectural gem and was named one of the 20 most outstanding courthouses in America by the American Institute of Architects. Four porticos, supported by 30 foot Ionic columns flank the entrances. The courtroom on the second floor features a cast iron judge’s dias and railings, and an intricate iron stairway connects the first and second floors.

Original iron doors and shutters remain on the building.

On the grounds a local planter, Jefferson Davis, launched his political career. Several years later, during the War Between the States, Confederate Generals Stephen D. Lee, John C. Breckinridge, and Earl Van Dorn watched from the cupola as the Confederate ironclad Arkansas battled its way through the federal fleet to safety at Vicksburg. During the War, the building was the target of much union shelling but suffered only one major hit. It was here on July 4, 1863 that the Stars and Bars were lowered and the Stars and Stripes were raised as General U S Grant reviewed his victorious army.

After surviving Union shelling, a direct hit by a tornado in 1953, and years of neglect, the building was again in danger. With the construction of a new Warren County Court House in 1939, the building stood practically vacant and there was talk of its demolition.

The museums founder, Mrs. Eva Whitaker Davis, realized the significance of the building and establish the Vicksburg and Warren County Historical Society for the purpose of preserving the structure. In 1947 she was elected president of the Vicksburg and Warren County Historical Society and with the help of a few volunteers began cleaning the building and collecting artifacts. On June 3, 1948 the museum opened its doors, where she continued to work on a volunteer basis for many years.

A grateful public added the name Eva W Davis memorial to that of the building several years before her death in 1974. The building was named a national historic landmark in 1968. The museum is still operated and maintained by the Vicksburg and Warren County Historical Society.