She established the Fine Arts Department at the University of Pittsburgh in 1926 and continued to fund it through the 1950s, when she first made a commitment to create a separate structure to house it.

In early negotiations with the University of Pittsburgh, Miss Frick asked that successors to the New York architects Carrère and Hastings design the new facility after the Italian palazzo its firm had built in Manhattan for her father some fifty years earlier.

She responded by creating a new venture, The Frick Art Museum, on the property of her ancestral home, Clayton, a few miles east in Pittsburgh's Point Breeze neighborhood.

[6] A noted 1965 low relief portrait of Henry Clay Frick by Malvina Hoffman in limestone sits above the entrance to the building.

The Collection contains over 90,000 volumes and subscribes to more than 350 journals in relevant fields and is ranked among the top 10 fine art libraries in the country.

[12][13] The library's reading room is constructed of fruit wood paneling and cabinetwork with gold leaf trim designed by Italian craftsmen.

The library is further appointed by wrought iron balcony railings, terracotta tile flooring, maple tables with matching Windsor chairs, and ceiling-high windows furnishing views of Schenley Park.

[5] The Frick Fine Arts Building appeared in scenes set at the University of Pittsburgh on an episode of As the World Turns that aired on November 12, 2002.