The museum, which is the old provincial museum for the County of Hjørring, is situated in the middle of the oldest section of Hjørring, in the neighbourhood to the south of St. Cathrine Church. The museum is housed in the town's beautiful old deanery and in four of the oldest school buildings in Hjørring, which frame an idyllic museum garden and a special herb garden, where old medicinal plants are cultivated.
The museum features comprehensive exhibitions dealing with the prehistory of the Vendsyssel area, with a special focus on the Iron Age and on the churches and ecclesiastical art of the area. The main building of the deanery contains an exhibition of furniture and decorative art produced over a period extending from the Middle Ages to the Victorian Age. Nineteenth-century farming implements and tools are on display in the deanery stables and barn. The oldest schoolhouse in the town, dating from 1825, forms the setting for an exhibition about the history of Hjørring, as well as about the merchant''s shop known as "Holger Jensens eftflg".

An extensive historical archives is connected to the exhibitions and contains records, pictures, books, newspapers and many other items. The museum''s large special library is also located here.

The Vendsyssel Historical Museum also has several other departments featuring interesting exhibitions about the natural and cultural history of the area.
The earliest forms of fishing are described at the museum in Hirtshals, where a small fieldstone house has been furnished to resemble a fisherman''s home in 1914. Bunkermuseum Hirtshals 10. Battery is the only excavated complete German installation of defence from World War ll. It's situated in a landscape of great beauty by the lighthose "Hirtshals Fyr".
The old lighthouse at Rubjerg is closed. The Wreck Master's House, Vendsyssel Historiske Museum's new place, which, in the future, will gradually develop as a domicile for narrations about the culture of the seaside and its ecological history. 
In another area of impressive natural beauty, near Mosbjerg, a landscape museum has been established, featuring exhibitions about farming during the cooperative period and a working smallholding dating from the beginning of the twentieth century.
At the monastery Børglum Kloster Vendsyssel Historiske Museum exhibits carriages and equipment from the beginning of the 17'th to the mid 20'th century. 
Finally, there is a poster exhibition by the old boat seller's warehouse on Tornby Strand, where an account is given of the selling of boats and rescue efforts along the coast.