The Sakhalin Regional Art Museum was founded in 1983. In February 1987, the newly established museum opened its first exhibition. It occupied an area of almost 100 square meters and presented about thirty paintings.
In 1988, the museum relocated to a new building at 137 Lenin Street. In 1999, the museum building was declared a historical and cultural monument of regional significance.
By the early 2000s, the museum had accumulated a small yet valuable collection of Russian art of the 19th — early 20th centuries. It had been amassed over ten years and was based on works acquired by the first director of the museum, Raisa Samoilovna Gorokhova, in Leningrad and Moscow in the late 1980s. Graphic works by 20 Russian artists were transferred to the Sakhalin Regional Art Museum from the State Russian Museum. Natalya Andreyevna Brzhezovskaya became the exhibition curator of the “Russian” hall.