It was one of the first museums built in France, established under the instructions of Napoleon I at the beginning of the 19th century as part of the popularisation of art.

Jean-Antoine Chaptal's decree of 1801 selected fifteen French cities (among them Lille) to receive the works seized from churches and from the European territories occupied by the armies of Revolutionary France.

The museum opened in 1809 and was initially housed in a church confiscated from the Récollets before being transferred to the city's town hall.

Construction of the Palais's current Baroque-revival-style building began in 1885 under the direction of Géry Legrand, mayor of Lille, and it was completed in 1892.

The collection includes works by Raphael, Donatello, Van Dyck, Tissot, Jordaens, Goya, El Greco, David, Corot, Courbet, Toulouse-Lautrec, Delacroix, Rubens, Rodin, Claudel and Jean-Baptiste Chardin.