It houses the art and historical object collections of Enrique de Aguilera y Gamboa, Marquis of Cerralbo, who died in 1922.

Enrique de Aguilera y Gamboa, the Marquis of Cerralbo, opened the place as private gallery in 1893.

[4] The building was built in the 19th century, according to Italian taste, and it was luxuriously decorated with baroque furniture, wall paintings and expensive chandeliers.

[8] The exhibited objects consists of items from the personal collections of the Marquis of Cerralbo and the Marquise of Villa-Huerta.

[10] The decorative arts section features porcelain pieces, pottery, tapestries, carpets, furniture, lamps and jewellery.