The 31st Federal Shooting Festival took place in Berne in 1885. On the occasion of this event, the organisers decided to build a so-called «shooters cabinet». The purpose was to collect trophies, display them and preserve them for posterity as important cultural assets.

The venue was the ground floor of the so-called Haller House in the city centre, which was demolished in 1911 for the construction of the Hotel Bellevue Palace Bern. In 1894 the collections were transferred to the newly built History Museum of Berne. In 1904 the Swiss Shooting Society (today Swiss Shooting Sport Federation) took over patronage of the «shooters cabinet» and in 1914 it officially became a museum. In 1937, the Assembly of Delegates of the Swiss Shooting Society decided to build a new museum-building at the present location. The museum was opened as early as 1939. On 1 January 2007, the Swiss Shooting Museum was converted into a foundation.