The main sight in Zuunmod, this museum features exhibits on local history and a section of taxidermied animals, including an enormous moose. It also has some interesting black-and-white photos of Mandshir Khiid, including the once-regular tsam (lama dances, performed by monks wearing masks during religious ceremonies). As well as features on natural history, Soviet relics and cultural artefacts, there's also some contemporary art exhibited.
The museum is located about 200m beyond the bus stand, opposite the southeast corner of the park – look for the sign in English.