A university gallery at the University of Arizona existed in the 1930s. In the 1930s, the Works Projects Administration, one of the New Deal agencies, donated 200 lithographs and prints created by artists that it supported. These works formed the core of the museum's initial collection of works.
The expansion of the museum's permanent collection of the museum is funded by the Edward J. Gallagher, Jr. Memorial Bequest, an endowment which has funded museum acquisitions since 1980. The endowment has led to the acquisition of over a thousand pieces, including works by Honoré Daumier, James Abbott McNeill Whistler, José Posada, Käthe Kollwitz, Frank Stella, Richard Diebenkorn, Helen Frankenthaler, Roy Lichtenstein, Robert Rauschenberg, Elizabeth Catlett, and Robert Colescott.