Founded as Esbjerg Kunstforening (Esberg's Art Association) in 1910, the museum was first located in the public library (Esbjerg Bibliotek) in 1927. In 1930, it purchased works by modernists such as Harald Giersing, Edvard Weie and Vilhelm Lundstrøm. After moving into the new building in the City Park in 1962, the museum acquired concrete works by Richard Mortensen and Robert Jacobsen as well as works from artists participating in the Linien and Linien II associations.