Designed by architect Alphonse de Kalbermatten to plans that local legend attributes to Gustave Eiffel, the new penitentiary was inaugurated in 1913. Initially, the building could accommodate 28 inmates. The construction of an additional floor in 1954 doubled its capacity.
Disused in 1997, the Pénitencier was allocated to the Musées cantonaux du Valais for their exhibitions. The original architectural structure was preserved, with only minor modifications to accommodate the new use: the walls on the 3rd floor were dismantled to create a single large room, and a cell separation wall on each floor was demolished to create two medium-sized rooms.