This building was constructed in 1918 during the time of General Manuel M. Diéguez.

It is a French Renaissance-style building in the shape of a cross with grandstands and semicircular arches.

It has 5 exhibition rooms that showcase various contemporary artworks, and inside the main hall, there are two impressive murals by José Clemente Orozco: "El Hombre Pentafásico" and "El Pueblo y sus Líderes" (The Pentaphasic Man and The People and Their Leaders).