The Villa Ferreira Lage and the current museum land was inherited by Alfredo, who intended to use the Villa to house a collection he had been accumulating since his childhood. Alfredo grew his collection quickly through the acquisition of pieces in auctions in Brazil and abroad, and through donations given by important figures such as the Duke of Caxias, Afonso Arinos, Rodolfo Bernadelli and Amelia Machado Cavalcanti de Albuquerque (wife of the Viscount of Cavalcanti.) Due to the growth of his collection, Alfredo ordered the construction of an attached building.