In 1919 Henry Clay Frick, co-founder of U.S. Steel Corporation, purchased the Georgian mansion that now houses the Museum as a wedding gift for his son, Childs Frick. Originally the land belonged to the poet and preservationist William Cullen Bryant. Longtime editor of the New York Evening Post, Bryant settled in Roslyn in 1843.

Bryant's home Cedarmere incorporated a pre-existing 18th century facade including discount studio and a converted structure existing on the Museum. That structure had once been a mill, but was converted into a boathouse, with design alterations by Calvert Vaux. In 1862 Bryant had a cottage built for his friend and fellow poet, Jerusha Dewey.

Lloyd Stephens Bryce bought the land from Bryant around 1893, and commissioned Ogden Codman, Jr. to design a home on a site high on the property, overlooking Hempstead Harbor. When the Fricks assumed ownership of the estate in 1919, they hired British architect Sir Charles Carrick Allow to redesign the facade as well as much of the interior of their new home, Clayton.

A 1905 Princeton graduate, Childs Frick became a vertebrate paleontologist and devoted naturalist. He was an avid sportsman who enjoyed tennis and polo as well as skiing and golf. In fact, at one time there were two tennis courts on the grounds, along with a practice polo field, two ponds, a swimming pool, and a ski slope.

Childs and Frances Frick lived at "Clayton" with their children, Adelaide, Frances, Martha and Clay, for almost 50 years. Frick died in 1965 at the age of 81. Four years later the estate was purchased by Nassau County for the purpose of conversion into the Nassau County Museum of Art.

In May 1989, the Nassau County Museum of Art became an independent non-profit institution. The Museum's Board of Trustees and its Director are committed to bringing to Long Island important exhibitions of the works of internationally acclaimed artists. In addition, the Museum's active programming includes fostering exhibitions of local artists, art education for all ages, and various other cultural activities to make the enjoyment of art available to all.