This building was designed by prominent Kansas City architects Wight and Wight. It occupies the grounds of Oak Hall, the former home of Kansas City Star publisher William Rockhill Nelson (1841-1915). When Nelson 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. In 1911, Mary McAfee Atkins (1836–1911), widow of real estate speculator James Burris Atkins, bequeathed $300,000 to establish an art museum in Kansas CIty. Trustees of the two estates decided to combine the bequests along with several smaller bequests from other donors to create a single major art institution.

Ground was broken in July 1930, and the Nelson-Atkins Museum of Art opened December 11, 1933. The building's classical Beaux-Arts architecture style was modeled on the Cleveland Museum of Art. The interior atrium (now Rozelle Court) was influenced by the Boston Public Library. On the exterior of the building Charles Keck created 23 limestone panels depicting the march of civilization from east to west including wagon trains heading west from Westport Landing. Grillwork in the doors depict oak leaf motifs in memory of Oak Hall. The north side of the museum, depicted here, has a reflecting pool that contains oculi to provide natural light into the parking garage below.