The permanent collection of the Academy includes masterpieces of Spanish, Italian and Flemish art. Visitors can enjoy works such as the only Arcimboldo 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 Gentleman's Dream by Pereda.

The 19th 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 20th century deserves special attention as it allows us a vision of modern art, a journey that ranges 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 from the 17th century.