The Academy's permanent collection includes masterpieces of Spanish, Italian and Flemish art. Visitors can enjoy works such as the only archbold preserved in Spain, impressive paintings by Goya such as The Tyrant and the Famous Burial of the Sardine, works by Leandro Bassano, Mengs, Ribera, Rubens, Tintoretto, Van Loo, Zurbarán and the splendid The Dream of the Gentleman of Pereda.

The nineteenth century is represented by the portraits of Vicente López, José de Madrazo and Federico de Madrazo, as well as the romantic works of Esquivel and the landscapes of Haes. The twentieth century deserves special attention because it allows us a vision of modern art, a journey that goes from Sorolla to the current avant-garde, through the regionalism of Sotomayor, the portraits of Vázquez Díaz and the landscapes of Benjamín Palencia and Francisco Lozano. The museum also offers an important collection of casts and sculptures dating back to the seventeenth century.