The main focus of the museum is 19th-century Spanish painting, predominantly Andalusian,[1] based on the collection of Carmen Cervera, fifth wife of Baron Hans Heinrich Thyssen-Bornemisza.

[2] The purpose-built museum was developed by RG Arquitectos Asociados around the 16th century Baroque Palacio de Villalón, which was partly reconstructed on this occasion.

[3] Excavations, which took place since 2005, have uncovered significant Roman-era remains, revealing the site's continuous occupation from the 1st to the 5th century AD.

Located northwest of the Roman city of Malaca, the area housed a suburban villa with domestic, industrial (a fish-salting factory), and commercial spaces.

Interesting discoveries include a monumental fountain, likely a nymphaeum, decorated with wall paintings of fish, along with geometric mosaics, ceramics, coins, and remnants of a bronze sculpture.