This was established in the year 1988 on 26th February under the guidance of the City Council and was a public foundation. The building was first built in the year 1861 and again in the year 1997. The building has undergone a number of reconstruction and renewal. If you are an art lover, you can visit this place as it displays sketches, ceramics, and classic pieces made by the world-renowned artist Picasso. This particular museum is merely a short walk away from the Cervantes Theatre and is situated near the historic monuments in the heart of the city. Phoenician, as well as Roman ruins, was found during the restoration of this building that is kept for public display in the basement.