The fine arts collection is made up of more than a thousand works, including paintings, graphic work and sculptures. Most of them depict naval scenes and battles, views of Spanish, European and American ports, as well as cities, ships and boats, and portraits of the great figures in the history of the Spanish Navy.

The painting collection is very diverse, ranging from oil paintings to watercolours, and from the 16th century to the 21st century, the most outstanding being the 19th-century paintings. Their subject matters are varied, ranging from portraits with effigies of the royal family, admirals, ministers of the Navy or personalities related to the naval world, to navies, naval battles or depictions of ships. The collection includes examples by artists such as Cornelis de Wael, Adam Willaerts and Juan de la Corte, as well as Vicente López, Antonio María Esquivel, Ángel Cortellini, Antonio Muñoz Degrain, Rafael Monleón, Joaquín Sorolla and José Garnelo, among others.

The graphic arts collection contains prints and dies produced using various techniques: intaglio (etching, engraving and aquatint), lithography and woodcut. The themes range from naval history to portraits, landscapes and seascapes, dating back from the 16th to the 20th century. They are by artists from different schools, mainly Spanish, German and Flemish. The highlights include a set of engravings by Frans Huis based on drawings by Pieter Bruegel the Elder, the engraving of the city of Seville by Janssen Johnson Janssonius, and those by Johann August Corvinius, from originals by Paulus Decker, on the War of the Spanish Succession.

The sculpture collection includes outstanding portraits of illustrious sailors, such as Jorge Juan, by Vicente Loureiro, Blas de Lezo, by Fernando Montero de Espinosa, and Federico Gravina y Napoli, by the Italian Gaetano Merchi, chamber sculptor of King Charles IV. There are also portraits of the royal family, such as the bust of Charles III by Juan Pascual de Mena, a sculpture of Alfonso XIII by Lorenzo Coullaut-Valera, and a bust of Juan de Borbón y Battenberg, Count of Barcelona and Captain General of the Spanish Navy, by Ramón Cuello Riera.