It was found and named after the first Lithuanian newspaper Aušra by Šiauliai region board in 1923. A lawyer, culture and print worker, ethnographer Peliksas Bugailiškis (1883-1965) was the initiative founder and long time patron. The first exhibits were personal collections of the museum founders and Šiauliai intellectuals. In 1928 it was transferred to Šiauliai Ethnographic Society. Museum Aušra and Šiauliai Ethnographic Society worked together till 1940. That year the museum was moved to its new premise, an exposition was arranged, various exhibitions were started, ethnographic and archaeological expeditions were organized, a periodical Šiauliai mertaščiai (Chronicales of Šiauliai), magazine Gimtasai kraštas were published.
Museum Aušra was transferred to the Ministry of Culture in 1953.
Public Photography Museum was attached to museum Aušra in 1976. Poet Jonas Krikščiūnas-Jovaras museum was attached in 1985, Ch. Frenkelis Palace and public Bike museum were given in 1993, Radio and Television museum was attached in 1994.
There are 6 sections of special museum collections: Archeology, Etnograpgy, History, Art, Photography, and Technological History. 7 exhibitions are on display: history and ethnography exhibition at Aušros avenue palace (Aušros al. 47), art exhibition at S. and K. Venclauskiai house (Vytauto str. 89), the history of photography exhibition at Photography museum (Vilnius str. 140), J. Krikščiūnas-Jovaras memorial and literature exhibition Hopes and Fates of Literature Creators at Jovaras house (Vytauto str. 116), bicycle exhibition at Bicycle museum (Vilnius str. 174), mill equipment exhibition at Žaliūkai wind mill (Architektų str. 73), Šiauliai Jews at the I half of XX Century exhibition at restored Ch. Frenkelis Palace (Vilniaus str. 74).
Museum collections include 194,983 exhibits. There is a library, publishing house, restore center in the museum.
Peliksas Bugailiškis premium was established in 1998. It is given for work and activity in museology, ethnography, culture, and science. It also can be bestowed for giving the meaning for P. Bugailiškis name.