The Penza Regional Art Gallery named after Konstantin Savitsky was opened on January 1, 1892. Its first director was Konstantin Apollonovich Savitsky, the head of the Penza Art School, after whom the museum has been named since 1955. The gallery was established based on the personal collection of Penza Governor Nikolay Dmitriyevich Seliverstov (1830–1890).
The gallery includes paintings, graphic art, works of decorative and applied arts, as well as sculptures. The museum’s collection comprises over 14,000 exhibits.