In the Central part of the city of Penza is a beautiful art Nouveau building with colored majolica panel and a tower, surmounted by four-sided tent. The author of the romantic monument, built in 1912, is the architect A. I. von Gogen. One of the best in the city pamatnik architecture had once belonged to the Peasant land Bank (until 1918), and since 1986, the building houses the Art gallery named after K. A. Savitsky.

Penza art gallery, founded in 1892, is one of the oldest and largest galleries in the area, numbering more than 12 thousand exhibits. The history of the gallery began in January 1892 with the wills of the former Governor of the Penza region N. D.Seliverstova about transfer to the city art collections, libraries, and more than half a million of money to create the art Museum and drawing school. Five years later in a vacant lot behind the Cathedral square was built art school with wonderful views from the window Zasursky given. In the same building was an art gallery, whose Director was appointed K. A. Savitsky. Thanks to the efforts of Konstantin Apollonovich the Museum collection was enriched with the works of masters of the art world and the leading masters of Russia. In 1955, after the reorganization of the Museum's art gallery was given the name of K. A. Savitsky.

Nowadays the collection consists of works of ancient Russian art, Russian art of the 18th-20th centuries, Western art, as well as works of famous Penza artists. The exhibition includes drawings, paintings, sculptures and objects of decorative art. In the building of the Penza regional art gallery regularly hosts exhibitions and classical music concerts.