The incident happened on Saturday at 926 East McLemore.
The woman said she was standing at the front door of the museum when two males, ages 18-21, asked if she knew how much admission was. As she was responding, one of them grabbed her purse while the other pulled a gun.
The second suspect with the gun then held the door to the museum closed so a security guard couldn't intervene.
Both suspects then took off towards College Street with three other males who had been watching.
The woman told police her passport, debit card and iPhone 7S were inside the bag at the time.
Police believe the same group of suspects, all about the same age, were involved in a shooting at a convenience store a few hours later.
A man told police he walked out of the store at 755 Williams when one person out of a group of five males pointed a gun at him and shot him several times.
If you know anything call Crime Stoppers at (901) 528-CASH.
Police released a photo and description of some of the suspects.