The David Collection is housed in the building once occupied by the museum’s founder, Christian Ludvig David, and in a neighboring property that was acquired later. Both date to the beginning of the 19th century. They underwent comprehensive renovation between 2005 and 2009 and provide the setting for a fully modern museum that respects its historical heritage.

In 1945, C. L. David – a prominent lawyer – decided to preserve his collections for posterity in the form of a museum open to the public, owned and administered by the C. L. David Foundation and Collection. Since David’s death in 1960, the museum’s holdings have, however, increased significantly.