The creation of the Archive was carried out by Royal Order of June 25, 1850, ordering the formation of a general archive of the Ministry of Finance (Legislative Collection of Spain, p. 352) to gather all the documentation generated by the central services of the Department within the framework of the reorganization of the Public Treasury. Since then it is located in the building of the Real Casa Aduana and General Income Offices in the Madrid street of Alcalá, traditional headquarters of the Ministry of Finance.
The War (1936-1939) meant the destruction of much of the 19th century and first third of the 20th century documentary collection. From 1944 begins a period of recovery and organization of the Archive. In the 1960s, a policy of transferring the so-called historical fund to the National Historical Archive and later to the General Archive of the Administration began.