The Fine Arts Museum is housed in the former Convent of the Purísima Concepción of the Order of the Discalced Carmelites, dating back to the 18th century.

It consists of a corridor, a courtyard, three temporary exhibition rooms, and seven rooms displaying paintings from the Viceroyalty period (16th-17th centuries), works by European painters, polychrome wooden sculptures from the 18th century, and 19th-century paintings, showcasing appropriate museography for the building.

Among all the objects on display, the Funerary Tumulus or Catafalque stands out. It has a pyramidal shape with four levels and features 16 oil-painted panels depicting various death-related ceremonies. It dates back to the 18th century, and there are very few like it in all of Latin America.