The exhibitions of the Museum of Fine Arts are located in two venues in the historical and administrative center of Chelyabinsk. In 1951, part of the premises of the former Yaushev Brothers' Passage was transferred to the museum.

This building, a rare example of Art Nouveau architecture in the Southern Urals, was constructed in 1911 and 1913 by architect A. A. Fedorov at the request of a famous merchant family. The trading house "Yaushev Brothers" owned a network of stores and enterprises in Russia and Europe. The Chelyabinsk Passage was one of the largest department stores in the Urals, offering goods from the best Russian and foreign suppliers. It was equipped with the latest technology: steam heating, elevators, and an autonomous electrical installation with an oil engine. At the turn of the 19th and 20th centuries, the Yaushev Passage was the largest building in the city. Its facade and interiors have preserved historical stucco decor, unique glazed tiles, and authentic interior details.

The Yaushev Brothers' Passage is a cultural heritage site of federal significance. Currently, it houses the Picture Gallery of the Museum of Fine Arts, which features exhibitions of ancient Russian and classical Russian art, as well as Western European and Russian porcelain.