The archeological Museum of Mykonos was built at the beginning of the 20th century (on the knoll overlooking the harbor), to house findings that were brought to light by the French Archeological School that began excavations in 1898 mainly in the area of the "trench of purification", i.e. the necropolis of Rheneia. According to Thoukidides, Athenians in 426 B.C. "purified" Delos of Tombs, which were transferred along with grave offerings to the neighboring island, Rheneia. 

This Museum is regarded as unique in its particular domain, because of the representative character of it's vase collection, that covers a period from the geometrical times to the 6th century, mirroring the style and technique of pottery art in Ancient Greece.

Crowning exhibit in the relief amphora representing scenes of the Trojan war. This amphora originates from the neighboring island, Tinos, where one of the several ateliers of antiquity that manufactured relief vases was flourishing. It was found in the town of Mykonos and had been probably utilized in a burial. Furthermore there is a very rich collection of red and black figured vases made by the greatest Attic vase painters. Very significant is also the bas-relief line from the Hellenistic times (2nd-1st century B.C.) not only because of its artistic value but mainly because of its value as witness on the everyday life in Delos