The museum's history began with the establishment in 1903 of the Dallas Art Association, which initially exhibited paintings in the Dallas Public Library. Frank Reaugh, a Texas artist, saw in the new library the opportunity to display works of art. This idea was championed by May Dickson Exall, who was the first president of the Dallas Public Library. Her intention was the following: “to offer art interest and education through exhibitions and lectures, to form a permanent collection, to sponsor the work of local artists, to solicit support of the arts from individuals and businesses, and to honor citizens who support the arts.”