The museum's original building was constructed from 1832 to 1834 as residence for the estate managers at Sorø Academy. It is a two-storey Late Neoclassical building over a high cellar, probably designed by Frederik Ferdinand Friis who also designed the Rectory at Sorø Academy. The facade, which faces Storgade, Sorø's main street, stands in blank red brick with white sandstone bands just below the windows, on a dressed ochre-coloured plinth. The rear side of the building as well as a low lateral wing which defines the northern margin of a courtyard space, stand in yellow-dressed masonry. The building was listed in 1981. The modern extension completes the courtyard space by adding two new wings, a gabled wing along the rear street and a lower connector to the south, respecting the proportions and patterns of the historic surroundings. It is an interpretation of the quintessential brick building. It is built in custom-made ceramic shingle, creating a facade reminiscent of Clapboard siding. The kolumba shingles were developed in collaboration with Petersen Tegl which also manufactured the bricks used for the Royal Danish Playhouse, one of Lundgaard & Tranberg's earlier projects. The extension also added an underground level. It is naturally lit through round skylights placed in the courtyard. The project received a six-out-of-six rating from Karsten R. S. Ifversen, architectural critic at Politiken.
In 1997, the museum was bequeathed a sizeable collection of Russian art by the estate of former barrister Hermod Lannung. It contains some 100 paintings and drawings, covering the period 1870 to 1930. Pre-revolutionary art is represented with works by artists such as Konstantin Korovin, Vasily Polenov, Alexandre Benois and Isaac Levitan, while the Soviet era is represented by figures such as Aleksandr Gerasimov and Kuzma Petrov-Vodkin.
Russian icons
The collection of icons comprises 190 pieces, dating from between 1500 and 1900, and is the result of three large donations from Per Schrøder, Lorentz Jørgensen and Hermod Lannung. All major schools and subjects are represented.
Other facilities
Public functions include lecture hall, café, boutique and school service. They are all placed on ground level with direct access to both courtyards. Special exhibition spaces and administration are found on the second floor. The underground level contains the modern exhibition space as well as a workshop, wardrobe and storage.