The Wiener Holocaust Library traces its roots back to Germany in the 1920s. Dr Alfred Wiener, a German Jew, having fought in WWI, returned to Germany in 1919 and was horrified at the surge of right-wing antisemitism, which blamed Jews for the defeat. Dr Wiener worked with the Central Association of German Citizens of Jewish Faith to combat antisemitism, writing, lobbying and speaking publicly. From 1925 (the year Hitler published Mein Kampf) he perceived a greater threat from the Nazi Party than any other antisemitic group or party. Under his influence an archive was started just to collect information about the Nazis, which formed the basis of campaigns to undermine their activities.

Dr Wiener and his family fled Germany in 1933 and settled in Amsterdam. Dr Wiener's archive is believed to have been destroyed. Later that year he set up the Central Jewish Information Office at the request of the Board of Deputies of British Jews and the Anglo-Jewish Association. The JCIO essentially continued the work of the earlier archive. Following the November Pogrom of 1938, Wiener prepared to bring his collection to the UK. It arrived the following summer and is believed to have opened on the day the Nazis invaded Poland.

Throughout the War the JCIO served the British Government as it fought the Nazi regime. Increasingly the collection was referred to as‘Dr Wiener's Library' and eventually this led to its renaming. Post-war, the Library assisted the prosecutors at the Nuremberg Trial, amassed early survivor testimony and helped to shape the emerging academic study of the Holocaust.