The exhibition of the Museum of clocks is located in a building known as the House of the Good Shepherd. Originally a part of settlement under the Bratislava Castle, it was built in 1760–1765. Its cellars and ground floor were used for craft and commercial activities, upper floors were residential.

The building represents an example of quality Roccoco town architecture, which can be seen also in the layout and design respecting the location and space limitations. The house features valuable original details such as the trompe l'oeil window with a pair of flower pots with flowers and grills. However, the statue of the good shepherd set under the canopy is not original.

In the course of centuries, the building was modified on several occasions. During its renovation for the exhibition of the Museum of Clocks, the interior was adapted for exhibition purposes. The exhibition was open in 1974 and enlarged in recent years with new clock acquisitions.