The Museum of Fine Arts of Álava is located in Vitoria-Gasteiz, the capital of the Basque Country, Spain. The museum is dedicated to Spanish art from the 18th to the 20th century, and particularly to Basque art from the 1850–1950 period. Opened in 1942, it is located at the Augustin Zulueta Palace.

Vitoria-Gasteiz is the seat of government and the capital city of the Basque Country and of the province of Álava in northern Spain. It holds the autonomous community's House of Parliament, the headquarters of the Government, and the Lehendakari's official residency. The municipality—which comprises not only the city but also the mainly agricultural lands of 63 villages around—is the largest in the Basque Country, with a total area of 276.81 square kilometres (106.88 sq mi), and it has a population of 253,093. The dwellers of Vitoria-Gasteiz are called vitorianos or gasteiztarrak, while traditionally they are dubbed babazorros.