Sultan Azlan Shah Gallery was officially opened by DYMM Paduka Seri Sultan Perak on 9 December 2003. Previously, the palace, called "Istana Hulu" or "Istana Kota" located at Bukit Chandan, was the first concrete palace built in Negeri Perak. It was owned by AlMarhum Sultan Idris Murshidul Azam Shah, the 28th Sultan Perak 28 (1887-1916). It was first built in 1889 and completed in 1903. In 1916, this palace was occupied by his son, AlMarhum Sultan Abdul Jalil. Two years later, it was occupied by his grandson, Sultan Yussuff Izudin Shah, the 32nd Sultan Perak (1948-1963).

In 1954, "Istana Hulu" was owned by the Ministry of Education, and in 1957, this building was turned into a school, known as Sekolah Kebangsaan Istana Kota. In 1970, Sekolah Kebangsaan Istana Kota name was changed to Sekolah Raja Perempuan Muzwin, that was the name of DYMM Raja Perempuan Perak, Raja Muzwin Binti Raja Ariff. In 1996, Sekolah Raja Perempuan Muzwin moved to a new building. The building was then proposed to be turned into Sultan Azlan Shah Gallery.

This Gallery displays the history and the popular figureheads of DYMM Sultan Perak Darul Ridzuan.

Not escaping its historical significance, the building of Sultan Azlan Shah Gallery displays the unique combination of architecture, such as its unique roof shaped as 'bumbung limas' made from ‘nyeri', the interesting pyramid-like roof structure, while the overall design is the esthetical combination of local and colonial characteristics. During the initial construction, the building materials was sourced from overseas – roof tiles from France, whilst the wall and flooring tiles were Italian – to complement the local stones and the best of 'Cengal' and 'Meranti' – the woods used for the frames.

Various memorabilia items and personal belongings of Sultan Perak are showcased in this gallery. There is also a separate building to display the state cars and patrol cars used in Sultan Azlan Shah's travels. A souvenir shop selling items relating to the Perak Sultanate is also available here.