Of course you can found a lot of museums located on the grounds of the Citadel. There is the Military Museum, built by Mohamed Ali in 1827. It was the residence for the Egyptian ruler's family until 1874 when Khedive Ismail moved to the newly built Abdeen Palace. The display of the museum consists mainly of uniforms and weapons.
Also you can found The Police Museum in the Citadel and this small museum illustrates the history of the Egyptian police, which is more than a little interesting. The display consists of weapons, uniforms, and pictures of famous historical Egyptian criminals like Rayya and Sekina, Egypt's version of Jack the Ripper. The two sisters murdered more than 15 women in Alexandria at the beginning of the 20th century.
You can see also Qaser Al Gawhara. This was where Mohamed Ali massacred the Mamluks leaders, without doubt when you reach the citadel you must visit Mohamed Ali Mosque. Which seems so different than other mosques in Cairo. The Mosque is of the Turkish style and was built to mimic one of the main mosques in Turkey, the center of the Ottoman empire. The Mosque was built between 1830 and 1848 under the rule of Mohamed Ali, who is considered the founder of modern Egypt. His tomb is located to the right of the vast prayer hall area inside the Mosque.
The next step is the Gawhara Palace (Qasr al-Jawhara, also known as The Jewel Palace), which is located near the front of the main door of the Mosque. Qasr Al Gawhara was built by Mohamed Ali in 1814 to house his administration and to receive guests, and as a personal residence. It was basically the government house at that time.
It was named for Gawhara Hanem, the last of Mohamed Ali's wives. The popular name, the Jewel Palace, is a bit misleading. There are few jewels on display here. The name actually derives from the fact that it was used as a museum for the jewels of the Khedives after the 1952 revolution. However, it was gutted by fire in 1972 when thieves attempted to steal the jewels.