The museum was built on the grounds

The museum was built on the grounds of Oak Hall, the home of Kansas City Star publisher William Rockhill Nelson.[3] When he died in 1915, his will provided that upon the deaths of his wife and daughter, the proceeds of his entire estate would go to purchasing artwork for public enjoyment. This bequest was augmented by additional funds from the estates of Nelson's daughter, son-in-law and attorney.[4]

In 1911, former schoolteacher Mary Atkins (widow of real estate speculator James Burris Atkins) bequeathed $300,000 to establish an art museum. Through the management of the estate, this amount grew to $700,000 by 1927. Original plans called for two art museums based on the separate bequests[5] (with the Atkins Museum to be located in Penn Valley Park). However, trustees of the two estates decided to combine the two bequests along with smaller bequests from others to make a single major art institution.

The building was designed by prominent Kansas City architects Wight and Wight, who also designed the approaches to the Liberty Memorial and the Kansas governor's mansion, Cedar Crest. Ground was broken in July 1930, and the museum opened December 11, 1933. The building's classical Beaux-Arts architecture style was modeled on the Cleveland Museum of Art[4] Thomas Wight, the brother who did most of the design work for the building said: