The Sinebrychoff Art Museum is located on Bulevardi Boulevard, next to a large park. The building, which once served as the home for the Sinebrychoff family and the office of a brewery, was constructed in 1842.

Initially, the first floor of the building was used as the brewery office and accommodation for the staff, while the second floor was the living space for the Sinebrychoff family. The office was located in the northeast corner of the building, with an entrance from the street. The kitchen and staff quarters were in the southeast corner. A staircase on the west side led to the living rooms, which overlooked the street and the park: the former were intended for entertainment, while the latter were for the family's personal use.

The building was adorned with rich ceiling paintings, stucco, and French wallpaper. It featured a bathroom and toilet, which were modern amenities for housing in Helsinki at that time. The building also had basement storage and an office, while a production workshop was nearby, reflecting a bourgeois lifestyle. The design included spaces for entertainment. The garden and park next to the building were open to the public.

This building, one of the most significant private houses in Helsinki, became a house-museum on November 27, 1921. The antique interiors, filled with items, have been preserved almost in the form left by Fanny Sinebrychoff. The museum operated until 1939 when it was closed due to the onset of the Winter War, and the collection was evacuated. The building at Bulevardi 40 was damaged by bombings and was transferred to the chemical laboratory of Helsinki University of Technology after the war.

In 1959, to commemorate the 140th anniversary of the brewery, the Sinebrychoff company decided to restore the building for the museum. The reopening took place on January 22, 1960. In 1975, the state purchased the building from the brewery. From 1978 to 1980, a major renovation was carried out to restore the building's museum purpose. In 1980, a collection of antique European art from the Ateneum Art Museum was transferred to the museum to complement the Sinebrychoff art collection.