[2] The museum collects, registers, maintains, researches and handles Danish and foreign art dating from the 14th century to the present day.

The museum's collections constitute almost 9,000 paintings and sculptures, approximately 240,000 works of art on paper as well as more than 2,600 plaster casts of figures from ancient times, the middle-ages and the Renaissance.

It consists of over 2,000 naked plaster casts of statues and reliefs from collections, museums, temples, churches, and public places throughout the world, from antiquity to the Renaissance.

The art was first put on display in 1895 with the intention of edifying visitors about the progression of representations of the human form over time in parallel with growing social, political and aesthetic awareness in the Western world.

When the German Gerhard Morell became Keeper of Frederick V's Art Chamber about 1750, he suggested that the king create a separate collection of paintings.

To ensure that the collection was not inferior to those of other European royal houses and local counts, the king made large-scale purchases of Italian, Netherlandish and German paintings.

That the country was able to produce pictures of high artistic quality was something new, and a consequence of the establishment of the Royal Danish Academy of Fine Arts in 1754.

[15] The original museum building was designed by Vilhelm Dahlerup and G. E. W. Møller and built 1889–1896 in a Historicist Italian Renaissance revival style.

The two buildings are connected by a glass panelled 'Street of Sculptures' walkway and theatre which stretches the entire length of the museum and looks out onto the Østre Anlæg park.