It is located in Parque D. Carlos I, City of Caldas da Rainha, District of Leiria, Central Portugal
 
The José Malhoa Museum displays the largest group of works by its patron, a collection of painting and sculpture from the 19th and 20th centuries, revealing itself as the museum of Portuguese naturalism.

The space was initially designed by writer António Montês with the aim of bringing painter José Malhoa closer to his homeland Caldas da Rainha (1926 -1960).

In 1926, the artist offered the oil painting "Queen D. Leonor" to the city. The following year, the “League of Friends of the José Malhoa Museum” was established, to which the artist would donate more works in 1932.

The Museum was opened on April 28, 1934 (José Malhoa's birthday), who had died on October 26 of the previous year, the Museum was provisionally installed in the “Casa dos Barcos” in Parque D. Carlos I in a building provided by the Hospital Termal, opening annually to the public between April 28 and October 26.

The definitive project by architects Paulino Montês (1897-1962) and Eugénio Correia (1897-1985) was completed in 1937. On August 11, 1940, the building was inaugurated with provincial celebrations of the Centenaries of the Foundation and the Restoration of Portugal, being handed over with all the collections to the Junta de Província da Estremadura and the name of the institution was changed to "Provincial Museum of José Malhoa".

The Estremadura Provincial Council was abolished (1960) and the management of the Museum was now carried out by the General Directorate of Higher Education and Fine Arts, the institution was renamed "Museu de José Malhoa".

The heritage of the José Malhoa Museum is essentially constituted through offers on the meritorious initiative of the founders in the name of the "League of Friends of the Museum" who exercise a decisive action in the acquisition of works of art oriented towards a museum project whose main worker and great promoter was António Montês, director of the Museum until the end of 1966.

In 1983, an anthological exhibition was held at the Museum to mark the 50th anniversary of the death of José Malhoa.

António Montês' collection was bequeathed to the Museum according to the will of his widow Júlia Paramos Montês (1992), the collection would be presented to the public in the exhibition "António Montês – Museu de José Malhoa" on the centenary of the birth of the institution's founder (1996).

The Museum marks the 150th anniversary of the birth of José Malhoa and the centenary of the death of Rafael Bordalo Pinheiro with the exhibition “Malhoa and Bordalo: confluences of a generation” (2005).

The José Malhoa Museum building underwent several renovations (2006-2008) and reopened on December 19th with a new presentation of the collections and improvements in welcoming visitors.

José Malhoa is the Museum's tutelary figure around his painting, the collections are organized, distributed into sections of painting, drawing, sculpture, medals and ceramics from Caldas (19th and 20th centuries).

The painting collection constitutes a reference collection of Portuguese Naturalism, José Malhoa as patron of the Museum is represented with the wider nucleus taking a prominent place in the organization of the collection.

The collection of paintings allows a brief allusion to the romantic and pre-naturalist values ​​that preceded the time with works by Michelangelo Lupi, Alfredo Keil and Francisco Metrass, it focuses on the "Grupo do Leão" and covers Naturalism, also approaching some aspects of Modernism from the first decades of the 20th century.

The authors represented include Columbano, Silva Porto, Marques de Oliveira, Carlos Reis, Eduardo Viana, Sousa Lopes, Veloso Salgado, Dordio Gomes, Delfim Maya, Abel Manta and others.
The Classification of the José Malhoa Museum (Caldas da Rainha)
 
The José Malhoa Museum has been classified as a property of public interest since 2002 and with an excellent location in the magnificent D. Carlos I Park, in Caldas da Rainha, the José Malhoa Museum building was the first to be designed for museum purposes in Portugal.