The original art gallery was designed by Vilhelm Dahlerup and Georg Møller. Building work started in 1889 and was completed in 1896.
Following a competition, a major addition to the gallery, on the side towards the park, Østre Anlaeg, was designed by C F Møllers Tegnestue and was completed in 1998. The restaurant is by the designer Peter Lassen with the artist Bjørn Nørgaard.
A remodelling of the forecourt has just been completed with the work designed by Karres and Brands, a Dutch partnership from Hilversum, with the Danish architects Polyform.