The museum is located in a building constructed in 1907 with a clear neoclassical style.

It is situated in the San Juan de Dios Garden, on the site of the former San Juan de Dios Convent Hospital.

To house the museum, it has been remodeled and covered with a contemporary structure that allows the original rooftop to be used as an exhibition hall.

It is the first contemporary sculpture museum in Latin America. Its rooms house works by Mexican master Federico Silva and various temporary collections of contemporary art.