Built sometime before 1796 and named for the slave, Pompey, who lived at Steventon on Exuma Island; functioned as a marketplace until the late 1800's; "Vendue" is French for sold.

Unfortunately, enslaved people were among the commodities sold in a two-story building; the permanent exhibit is dedicated to the African experience in The Bahamas; see artifacts excavated from former plantations; museum also acquires objects of African origin; the good news is descendants of the Rolle slaves remain on the land today as owners of the former plantations.

Today the Pompey Museum is under re-development.