The Museum of Fine Arts is currently housed in a modern building designed by Manuel Gallego Jorreto, which recovers part of the former convent of the Capuchinas.

In 1922 the Provincial Museum of Fine Arts of A Coruña was officially founded, although without a fixed location, and the acquisition of the first works in the museum's collection began.

In 1938, part of the Consulado del Mar building was given over to house the Museum's collection, sharing the building with the Royal Academy of Fine Arts and the Consulado Library. It was not until 1947 that the Museum opened its doors. In the Consulate building, the collection grew through donations, deposits and acquisitions.

In the 1980s, the museum was classified as a state-owned museum and began to receive a regular budget from the Ministry of Culture.

In 1989 the management of the museum was taken over by the Xunta de Galicia.

In 1995 a new building was inaugurated in the former convent of Las Capuchinas - partly restored - designed by the architect Manuel Gallego Jorreto, who won the 1997 Spanish National Architecture Prize.

The collection includes numerous works from the Prado Museum, Spanish and European painting from the 16th to 20th centuries, and Galician painting from the 19th and 20th centuries.

It also has a large collection of engravings by Goya and ceramic pieces by Sargadelos.