Vestiges of the Roman colony come regularly to light in the region of Nyon. Although they were mentioned as early as the 18th century, they were scattered. More systematic excavations could be undertaken in the 19th century thanks to the progress made in the field of archaeology. Théodore Wellauer, a teacher, opened a museum in 1860 and the collection continued growing. In 1979, the Roman Museum was set up in the basilica of the Roman forum, which had been discovered three years beforehand.

Founded in 45 B.C. by Julius Cesar, Colonia Iulia Equestris covered an area from the shore of Lake Geneva to Gex county, the Jura and Aubonne. Its urban centre was displayed on the tabular acropole, today the site of the castle and the old town.

Archeological research is undertaken regularly, especially when there are new construction works. They have led to the discovery of the vestiges exhibited in the museum, but also of the amphitheatre, the theatre, the market, the aqueduct and the public baths.