The Pretoria Art Museum stands in Arcadia Park, occupying an entire city block surrounded by Park, Wessels, Schoeman, and Johann Streets. The museum was conceived to house the extensive art collection accumulated by the City Council since the 1930s. In 1932, Lady Michaelis donated a significant portion of her late husband's artworks, primarily from the North Dutch school of the 17th century, enriching the collection with pieces by renowned South African artists like Henk Pierneef and Irma Stern.

Initially located in the Town Hall, the museum moved to its current site after the Pretoria City Council decided on a dedicated building for the art collection. The construction of this modern International Style building began in 1962 and was completed in May 1964, with Dr PJ van der Walt officiating the inauguration. Over the years, the museum has expanded to include more contemporary South African art, traditional arts, and new media works.