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.

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 building is located on the place de la République, in the center of the city, facing the préfecture of Lille.

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.