Most of the Museum's 19th-century paintings come from the former Museo de Arte Moderno, including works by the Madrazos, José de Madrazo y Agudo and Federico de Madrazo, Vicente López, Carlos de Haes, Eduardo Rosales and Sorolla.
Iz Museo de la Trinidad je prišla tudi "Vodnjak gracije" iz šole Jan van Eycka, oltarne podobe Santo Domingo in San Pedro Martír, naslikane za samostana Santo Tomás Ávila od Pedra Berrugueteja in pet platen El Greca iz Colegio de Doña María de Aragón.