This museum is set up in a modern building built along the old town wall around a large reservoir tank from the 12C and 13C. The collections retrace the history of this region from the Paleolithic age. Worthy of note are the menhirs and the funerary steles from the Iron Age.

At 902m high, the site has the appearance of a chaos of rocks. From the summit (an obelisk), there are extensive views over the bare tops to the north and the wooded heights to the west.

In the hinterland of the Algarve, the Serra Monchique offers summer visitors to the coast the coolness of its wooded heights of eucalyptus, cork oaks, chestnuts and pine trees, as well as beautiful views over the region. The volcanic activity explains the presence of hot springs that, are used in the treatment of rheumatism and skin diseases at Caldas Monchique.

This museum, which occupies the former convent of Nossa Senhora Assunção, built in the 16C, houses a large archaeological collection (Museu Arqueologico Lapidar do Infante Dom Henrique), spread out around the galleries of the cloister. It features various relics collected at Milreu, weapons, old coins, Moorish jars and Mudejar azulejos. The Ferreira d'Almeida collection, on the 1st floor, exhibits sculptures and paintings and Spanish and Chinese furniture.