The São Roque Museum is housed in the building of the former Casa Professa da Companhia de Jesus, adjacent to the São Roque Church. It opened in 1905 by the designation of the Treasury Museum of the Chapel of São João Baptista, to showcase its important collection of 18th century Italian Art. This collection was produced by the best late-baroque Italian masters of the time and is recognized for its unique character and quality. The pieces in the exhibition originate mainly from the Old Chapel of São Roque, the Church of São Roque from Companhia de Jesus, and from Santa Casa da Misericórdia de Lisboa

The notable selection of sacred art is composed of European and extra-European paintings, sculptures, jewellery, textiles, gold and silver works of art and one of the most important collections of reliquaries in Europe.
The museum includes the church of São Roque, classified as national heritage and characterised by an exceptional and diverse artistic and iconographic showcase including gilded woodwork, stonework, tiles, stucco, jewellery, reliquaries, mosaic compositions, paintings and sculptures marked out between the 16th and 19th centuries.