The concept behind The Lost Shtetl Jewish Museum is based on a destroyed village of Šeduva and its culture, which vanished overnight in August 1941. 664 Jews from the village were executed in the nearby forests. Along with human lives, Šeduva's long and rich history was also lost. The museum was built to commemorate the lost lives and culture, which represented not only Jewish but also European culture.

The museum consists of minimalist, abstract ‘houses’ with hip roofs. Together, they form a cluster of buildings—a dreamscape of a village, a shtetl.

The architectural and functional concept of the galleries is reflected in their roof design. The upper part of the gallery echoes the shape of the outer shell. Skylights in the roof ridge allow natural light to enter the space in a controlled manner. The upper part of the gallery creates a sense of open space, while the lower part is characterized by the intensity of the exhibition, which was designed by Ralph Appelbaum Associates. The galleries on the entrance floor follow the same principle, but they offer carefully considered views of the open landscape outside. This also applies to the staff facilities on the first floor, which have a view of the historic cemetery. The design of the spaces has been guided by the principle of general applicability and long-term usability: the gallery spaces allow for the renewal of exhibitions even decades later.

The museum's facades are made of marine aluminium, a durable and recyclable material with a long life span. The aluminium sheets, reminiscent of wooden shingles, are arranged to form a scale-like surface that lives and reflects light according to the cycle of the day and the seasons. Up close, the surface of the sheets reveals a dotted texture pressed into it. The surface appears smooth at times, while at other times its texture becomes more prominent. It appears sometimes white, sometimes silver-grey, sometimes muted and sometimes vibrant. The chosen material blends the building into the landscape and the sky. This choice was also a reference to the weathered rural buildings typical of the Lithuanian countryside. The directions of the roof ridges and their varying steepness create a deliberate, sculptural randomness. In addition to marine aluminium and wood, warm-toned light quartzite stone is visible in both the interior and exterior.

The load-bearing structures of the building were cast on site using concrete. This solution was practically the only one possible within the framework of Lithuanian legislation governing public construction. The versatile technical equipment, the building's security classification, and Lithuanian building regulations also required time and effort in the design and construction work to keep the technical installations out of sight. The local executive architect for the project was Studija 2A.

The museum's surroundings serve as a memorial park, designed by Enea Landscape Architecture. The guiding principle has been the idea of the last journey. The park features a series of landscapes that the Jews of Šeduva might have encountered on their way to the nearby forests, where they were executed: a birch alley, flowering meadows, wetlands, and an orchard. A few larch shelters have been erected in the park, whose roofs are gradually taking on their own grey colour.

The construction project was a major international collaboration between designers, builders, and the client organization. It can rightly be described as a unique project. Companies from the United States, Switzerland, Italy, the United Kingdom, the Netherlands, Estonia, Finland, and Lithuania participated in the design and construction of the museum.