The Keep Military Museum is a regimental museum for the Devonshire Regiment, Dorset Regiment, Devonshire and Dorset Regiment, The Dorset Yeomanry, Queen's Own Dorset Yeomanry, The Dorset Militia, The Royal Devon Yeomanry and 94 Field Regiment RA. The museum is housed in the keep where the barracks were located. The collection includes Adolf Hitler's desk, taken from the ruins of the Chancellery in Berlin in 1945.

On the first floor there is an exhibition of uniforms, weapons and equipment used by the regiment during its 300-year history. The second floor hosts an exhibition of campaign medals and gallantry, as well as exhibitions of small arms and silverware. Finally, on the third floor objects and information on the recent military history of the regiment, the places where it was deployed and the events in which it took part are displayed. On the top floor of the keep there are battlements from which the visitor can admire the view of the city and the surrounding countryside.