The museum will be open to the public for the first time Sunday, RIA Novosti reported.
"This museum is an eloquent declaration of the principles of tolerance toward people and their freedom," Peres said. "Here we can see man part with the past and move into the future with hope."
Peres criticized Iran, describing the Iranian authorities as "negators of the Holocaust who want to perpetrate a new Holocaust."
Peres said the Iranian people are not the enemy, but rather the threat came from the "power-hungry" Iranian leadership.
"It asserts that religion prohibits the production of nuclear weapons and at the same time develops nuclear weapons," he said, adding Russia was interested in ensuring nuclear weapons do not fall into Iran's hands.
"We are praying that Russian President Vladimir Putin and U.S. President Barack Obama pool their efforts in putting an end to terror and threats to free mankind from bloodshed and despair," Peres said.