The Museo d'Arte Antica concludes with the Armory, a rich collection of European armour, side arms (defensive such as shields and armour or offensive such as swords and curved blades) and firearms (from arquebuses to revolvers) from the late 14th to the 19th century.  The Civica Raccolta delle Armi was founded in 1900 and was immediately deeply connected to the historical events of the city of Milan. Initially, in fact, there were no offensive weapons, since the two collections that had come to Castello Sforzesco (the collection of arms from the Museo Patrio di Archeologia dell'Accademia di Brera and the Uboldo Collection) had been plundered in 1848 by Milanese patriots to arm themselves during the Five Days. Over the years, these first two nuclei were joined by donations from private collections, the most important of which were that of Count Bazzero de Mattei (1919), with numerous firearms and a good group of sidearms, and the substantial gift of Ambrogina Bergomi Subert (1941).

The peculiarity of the collection is that it does not only present pieces that belonged to people of high social standing and were only worn on official occasions, but above all pieces that were commonly used by the military of the time.

After the Second World War, the collection was set up according to the design of the BBPR architects in the Sala Verde of the Corte Ducale, which had housed the Duke's guards since the time of Galeazzo Maria Sforza (1444-1476), and opened to the public in 1956. The current layout was designed by architect Alberico Belgioioso in 2000 and renovated in 2021