The gallery is located in a former police station and holding cells, which is listed on the New South Wales State Heritage Register.

[6][4] Art at the gallery has often been social and criminal justice themed, including on issues such as the climate crisis[8] and the Royal Commission into Institutional Responses to Child Sexual Abuse.

[9] Performative exhibitions have featured at the gallery,[3][10] including one which incorporated the original graffiti by exploring the characters of "Sue and Dyan", whose names are carved into the walls of one of the cells.

[11] Their 2018 exhibition, justiceINjustice, a collaboration between artists and lawyers which focused on miscarriage of justice,[4][12] won an IMAGinE award from the Museums and Galleries of NSW.

[13][14] Notable artists exhibited at The Lock-Up include Blak Douglas,[12] and Khaled Sabsabi, who was artist-in-residence and displayed work at the gallery from September to November 2024.