It was established in 1842 following a parliamentary decision from 1836. Originally located in the Royal Palace, Oslo, it got its own museum building in 1882, designed by Heinrich Ernst and Adolf Schirmer. Former names of the museum include Den norske stats sentralmuseum for billedkunst and from 1903 to 1920 Statens Kunstmuseum. Directors include Jens Thiis (1908–1941), Sigurd Willoch (1946–1973), Knut Berg (1975–1995), Tone Skedsmo (1995–2000) and Anniken Thue (2001–2003).
That the gallery had erroneously been labeled as technically unfit for paintings was reported in 2013. (A previous study—about the museums—tåleevne) had never concluded about the fitness level, and Norway's parliament had been misinformed about conclusions that in reality did not exist. )
In 2016 the price for admission doubled overnight.