This building, called the Kimberley sanatorium, was built at the instigation of C. J. Rhodes. It was designed by D. W. Greatbatch, built by Church and McLauchlin, and completed in 1897. During the Siege of Kimberley Rhodes occupied a suite of rooms and it is believed he received General French and Major Haig in the drawing room when they brought news of the Relief.
In 1908 the name was changed to the more appropriate Hotel Belgrave. By 1933 the hotel had ceased to operate, and the building was leased to the Sisters of the Holy Family and became the Kimberley Convent School. After the school closed down, the entire complex was donated to the Museum Board of Trustees, and the new McGregor Museum opened on 22 November 1976.
Today exhibitions focus on the Northern Cape environment, including the Ancestors Gallery which depicts human history from 3 million years ago, the Journey to Democracy which outlines the history of the liberation struggle in our Province, and displays on the Siege of Kimberley, the history of the Kimberley Regiment and World War One.