In 1833, the painter Louis Arlaud (1772-1845) began the construction of a new building to house the School of Painting that he had directed since 1822. Following the model of Geneva, which inaugurated the Musée Rath in 1826, and other important Swiss towns, the building was also required to house a museum to display the art collection that the canton had begun to assemble with the acquisition of the Abraham-Louis Ducros (1748-1810) collection in 1811. It was financed by Louis Arlaud and the Canton. The town provided the land in exchange for the addition of a primary school to the project.
The building was constructed between 1836 and1840 by Louis Wenger (1809-1861), an architect trained at the Ecole des Beaux-Arts in Paris. It is a harmoniously-proportioned block which completed the new Place de la Riponne with a balanced monumental statement. Before being altered in 1906 by the modification of the windows of the side buildings, the main façade displayed an innovative and impressive neo-classical composition. The School of Painting occupied the ground floor, with the museum above. On the south side the slope is balanced out by a two level pedestal entirely decorated with bossage work. This is where the primary school was housed, with no communication with the upper part of the building.
The museum left the building for the Palais de Rumine in 1904, while the Ecole des Beaux-Arts (today the ECAL) remained until 1964. Between 1995 and 1997 it underwent a low-key and respectful renovation process under the architects Lorenz Bräker and Florence Kontoyanni, a project which was awarded the Distinction Vaudoise d’Architecture in 2000. The Espace Arlaud currently hosts temporary exhibitions for the museums of the canton.