The three routes around the galleries feature major masterpieces of European art such as The Annunciation by Fra Angelico, Christ washing the Disciples' Feet by Tintoretto, The Descent from the Cross by Rogier van der Weyden, The Garden of Earthly Delights by Hieronymous Bosch, and The Three Graces by Rubens. They also include key works of Spanish art such as Las Meninas by Velázquez, Jacob's Dream by Ribera and The Third of May: the Executions on Príncipe Pío by Goya.

The Pedro Fernández Durán Bequest of 1930 brought the Museum important pieces of 17th- to 19th-century furniture, Talavera ceramics, Alcora pottery, Buen Retiro porcelain, Andalusian glass and glass made at La Granja de San Ildefonso, Chinese Export porcelain, Meissen, Sèvres and Niderville, enamels, miniature portraits, fans, 16th- to 19th-century Spanish embroideries, 15th- to 17th-century Flemish tapestries and a large number of weapons.