Science Center Heureka's roots go back to the University of Helsinki and to scientists who got to know science centers around the world. The initiators were docents Tapio Markkanen, Hannu I. Miettinen and Heikki Oja. The initial impetus was the Physics 82 exhibition held on May 20-26, 1982 at the Säätytalo in Helsinki. In the autumn of the same year, a science center project was established, which was initially supported by the Academy of Finland, the Ministry of Education and some foundations.

The Science Center Foundation was born from the project at the turn of 1983–1984. The foundation's original founding members were the University of Helsinki, the University of Technology, the Scientific Societies delegation and the Finnish Confederation of Industry.

Vantaa offered to be the science center's host city and partial payer in 1984 and assigned the science center a site on a plot south of Tikkurila. In the architectural competition held in 1985, the first two prizes were awarded, of which Mikko Heikkinen, Markku Komonen and Lauri Anttila's proposal "Heureka" was chosen to be implemented. This is also how the science center got its name.

Before the Heureka building was completed, some science-themed exhibitions were produced in other places as an experiment. The content plan of the Science Center Heureka was completed in 1986. The cornerstone of the building was laid in October 1987 and the building was completed a year later. The total area of ​​the building was approx. 8,200 m², of which approx. 2,500 m² is exhibition space. The Heureka Science Center was opened to the public on April 28, 1989.