The Fine Arts Museum of Alava is housed in the residence of the Count of Dávila constructed in 1912 by the architects Luque and Apraiz in the Renaissance "revival" style, with regard both to the architecture and its internal and external ornamentation. In 1962, the building and collections were declared a monument of historical and artistic interest. In 1965, the architect, Guinea, extended the building to the rear and this is joined to the original building a means of a covered passageway.

The visit to the collections begins with works dating from the 19th century.

The collections of the first Basque School, a movement that began in the 1850s, contain mainly of examples of paintings dealing with local customs, and represent one of the most important collections of paintings of this kind in the country.

The theme of the third of the large collections is contemporary Spanish art. This is the most extensive and complete of all the collections in the museum and is a must for all those interested in Spanish art and artists from 1950 to the present day.