The initiative was taken up by Monsignor Angelo Pietrobelli who identified the greater cloister of Saint Joseph as a site sufficiently spacious and prestigious.

On December 23, 1978, the bishop of Brescia, Luigi Morstabilini, inaugurated a canonical religious foundation known as the "Diocesan Museum of Sacred Art".

On April 21, 1988, the bishop of Brescia, Bruno Foresti, substituted the old statute with a new one, to which, in addition to the collection and preservation of diocesan works of art that might be in danger of dispersion or ruin, he added initiatives of restoration as well as of cultural and educational outreach.

The museum is divided into four sections: The gallery contains about a hundred works from the diocese's territory, among which are paintings by Giovanni Battista Pittoni, Il Moretto, Romanino, Andrea Celesti, Giuseppe Tortelli, Pietro Avogadro, Francesco Savanni, Paolo Veneziano and Giambattista Tiepolo.

Of particular interest: The section, inaugurated in 1997, includes a collection of liturgical vestments (end of the 15th – early 19th century), mostly of Venetian and French origin, exhibited by significance, color, symbolism, and style.