The Thorvaldsen Museum is a single-artist museum in Copenhagen, Denmark, dedicated to the art of Danish neoclassicistic sculptor Bertel Thorvaldsen , who lived and worked in Rome for most of his life . The museum is located on the small island of Slotsholmen in central Copenhagen next to Christiansborg Palace. Designed by Michael Gottlieb Bindesbøll, the building was constructed from 1838–48 following a public collection of funds in 1837.