A math and astronomy collection has existed since at least the 1880s. The Department of Physics was established in 1888, and since then has had a collection associated with it. By 1909 the Math Library was known to occupy room 115 of the Hall of Liberal Arts (Schaeffer). In 1912 the Physics and Math departments moved to the Physics Building (now Maclean), where the physics library was located in rooms 110-113 and the math library in rooms 208-210; even though they were physically separated at this time, they were known as the Math-Physics Library. In the summer of 1936, the two separate collections were combined in one room in the north end of Maclean, with a separate room to house the current periodicals. These rooms had been vacated by the Art Department for their new Fine Arts Building. The first professional librarian was hired in 1941. In 1965, when the Department of Physics and Astronomy moved to the Physics Research Center (Van Allen), the Physics and Astronomy collection followed and the Math Library remained in Maclean. In the 1990s, the two libraries changed their names to the Physics Library and the Mathematical Sciences Library.
In May of 2010, due to budget constraints, the Physics Library was closed, and the majority of the collection was moved over to the Sciences Library building (formerly the Biological Sciences Library).