The museum is situated in the building of what used to be the Government House, a monumental building designed to represent this very important state institution by its size and appearance.
The Italian architect Corradini designed this building. The museum is housed in large halls. Decorated with luxuriant ornaments, the elegance and style of façades is repeated in the halls.
Several collections of works of art are contained in these halls:
-Paintings by Paja Jovanović, Vlaho Bukovac, Djura Jakšić and other great painters from the territory of the former Yugoslavia.
-A collection of Montenegrin paintings representing chronologically modern art from Bocarić, Milo Milunović, Petar Lubarda, right up to contemporary painters.
-A collection of icons and copies of frescoes. There is a collection that belonged to Milica Sarić-Vukomanović where there are works by Picasso, Chagall and others.