The museum is based on private collections collected by the local Committee for the Protection of Monuments of Art and Antiquity, as well as proceeds from the City Museum of Fine Arts and the Art History Cabinet of Novorossiysk University. The collection of the museum was replenished by revenues from the Hermitage, the State Museum of Fine Arts named after O.S. Pushkin, the Kiev Museum of Western and Oriental Art. The museum was housed in the Abaza Palace, built in 1856-1858 by architect Ludwig Otto in the style of eclecticism: Baroque styles coexist with elements of Empire and Rococo styles. The front staircase in the lobby, carved from Carrara marble, is erected without load-bearing beams and together with the platforms forms a spectacular hanging structure. The interiors of the Abaza Palace are distinguished by rich stucco decoration, carvings, bronze fittings.