The Archaeological Museum of Mykonos is located on the western side of the harbor in Chora. The neoclassical building was constructed in 1902 to house the findings from the archaeological site of Rineia.

Visitors can admire an important collection of pottery dating from prehistoric to late Hellenistic times, as well as statues and funerary urns discovered during excavations in the necropolis of Rineia, along with pottery from Mykonos itself.

Among the most notable exhibits are the archaic amphora featuring relief depictions of the Sack of Troy, and the funerary stele of Tertia Horaria, dating from the 2nd century BC. It portrays a deceased woman bidding farewell to her husband. The stele was originally placed on top of a marble sarcophagus.