Like many others, this Museum was the result of the Confiscation of Church Property led by the minister Mendizábal, who in 1836 nationalised the artistic treasures of monasteries and convents as part of the country's framework of liberal reform. These assets were secularised, put under State protection and opened for the public's enjoyment and education. The result was the creation of the so-called Regional Museums of Fine Arts.
The Museum in Valladolid was set up in 1842 in the College of Santa Cruz, housing even then a collection of approximately one thousand paintings and two hundred sculptures.
In 1879, a portion of its artworks was taken to create the Regional Museum of Antiquities, now known as the Museum of Valladolid.
During the 19th century, the Museum was in a precarious position and its survival has only been possible thanks to the dedication and studies of some of the people in charge of it such as Pedro González, Martí y Monsó and Juan Agapito y Revilla.