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The Art Gallery is located in the Joubert Park area, a few blocks from Johannesburg's main railway station. The building was designed by British architect Sir Edwin Lachens and consists of 15 exhibition rooms, as well as several outdoor exhibition areas for large sculptures. Its archives include a collection of 18th- and 19th-century British and Dutch paintings, a collection of 19th-century European paintings, and a large collection of contemporary works by South African and international artists.

Collector Dorothea Sarah Florence Alexandra Phillips, wife of mining magnate Lionel Phillips, formed the gallery's first collection with funds contributed by her husband. After moving to Johannesburg, she began acquiring paintings with the aim of establishing an art gallery, which later became the Johannesburg Art Gallery. She acquired a collection of paintings by the British collector and artist Sir Hugh Lane, exhibited in London in 1910. Lady Phillips donated her lace collection and persuaded her husband to donate seven paintings and a Rodin sculpture for the gallery.

The gallery's collection includes works by Auguste Rodin, Dante Gabriel Rossetti, Pablo Picasso, Camille Pissarro, Claude Monet, Edgar Degas, Herbert Ward and Henry Moore, as well as works by South African artists Gerard Sekoto, Walter Buttiss, Alexis Preller, Maud Sumner, Sydney Khumalo and others.

The Johannesburg Art Gallery was opened to the public in 1910 on the grounds of the University of the Witwatersrand. The architect, Sir Edwin Lachens, invited by Lady Phillips, travelled to South Africa in 1910 to survey the area and begin construction of the gallery building. But the building was not completed to the architect's designs. Five years after construction work began, the building opened its doors to the public without ceremony, just after the outbreak of World War I.

In the late 1940s, the gallery building was expanded according to architect Lachens' design - the west and east wings of the building were built. The north wing of the gallery with a modern façade was built during the last renovation of the building in 1986-1987.