The Museum aims to advance appreciation of history and art through the diversity of its collections.
The Archaeology Collection numbers approximately 50,000 pieces and consists chiefly of lithic materials. Art holdings number more than 1000 works, focued especially on Kentucky artists. The print collection runs from historical works by artists such as Karl Bodmer and George Catlin to modern prints by Jim Dine, James Rosenquist, Vasarely, and Motherwell. Also notable are 144 miniatures, icons, the Four Seasons statues, and a copy, (possibly 16th-century Italian) of Leonardo da Vinci's Mona Lisa.
The Kentucky Museum includes several hundred examples of folk art; a Clothing & Textiles Collection of roughly 7,000 examples of 19th- and 20th-century textiles and garments, plus a collection of more than 250 quilts. Also, furniture; glassware and ceramics; political memorabilia; and a toy collection that includes 2,800 toys, dolls and games, dated late-19th-century to 1940.