The museum is located in the former San Luis Gonzaga College.

It's a beautiful building with a simple facade carved in quarry stone.

This college was founded by the Jesuits in the 17th century. In the mid-18th century, it was remodeled, and in 1776, after the Jesuits left, it was given to the Dominicans.

During the War of the Reform in 1859, the building was abandoned, and in the 19th century, it was used as a hospital, barracks, and jail until 1962.

In the 1970s, it was rescued, restored, and decided to use it for cultural activities. In 1983, Pedro Coronel decided to donate his art collection to be exhibited in this beautiful building.

The exhibition is presented with an extraordinary museographic script, on par with the best museums in Europe and the United States, and is considered one of the richest in Latin America. The rooms are arranged in a geographical, cultural, and chronological order for better appreciation.

Adjacent to the registration entrance, there is a sumptuous area with two rooms housing the "Elías Amador" Special Collections Library. It features tall wooden bookshelves guarding theological, canonical, and historical books compiled by the Franciscans, Jesuits, Dominicans, Augustinians, and Mercedarians. The collection, comprising approximately 20,000 volumes, consists of books from the 16th to the 19th century.

The upper floor is divided into eight large rooms. During the tour, you can admire Pedro Coronel's artwork and extensive collection, along with various art pieces from Egypt, Greece, Rome, Africa, Nepal, Thailand, China, Japan, Oceania, and India. 

The first room is dedicated to numismatics in Zacatecas, featuring a collection of coins used in the region. The next room showcases objects from Greek and Roman cultures, as well as a large Egyptian sarcophagus. The African collection predominates in the African art room, displaying masks. In the colonial art exhibition room, notable pieces include three 18th-century Christ sculptures made in Zacatecas and a silver custodia from the 17th century. 

The Pre-Hispanic art room exhibits a vast collection of pieces from pre-Columbian cultures, such as masks, clay figurines, granite stone, and stucco. 

The Piranesi room presents the remarkable work of Italian architect and engraver Giovanni Battista Piranesi (1720-1778). 

However, what makes this museum one of the most important is its collection of renowned visual artists' works, including Georges Rouault, Wassily Kandinsky, Pierre Bonnard, Aristide Maillol, Bourdelle, Pablo Picasso, Antoni Tàpies, Serge Poliakoff, Joan Miró, Henry Moore, Kees van Dongen, Fernand Léger, Chagall, Hogarth, Braque, and Salvador Dalí, among others. 

There is also an important collection of fifty engravings by Francisco de Goya y Lucientes.

There is a beautiful garden where Pedro Coronel's remains are interred. 

Within the museum, you will find the Elías Amador Special Collections Library, housing bibliographic collections and documents dating back to the 19th century.