On 15 April 1957 the J.F. Willumsen Museum was inaugurated in Frederikssund. The building which was erected to contain Willumsen's collections and The Great Relief, was designed by the architect Tyge Hvass.
J.F. Willumsen had no connection with Frederikssund, nor did his art have any particular connection with the district. The municipality of Frederikssund offered to put up a building, and on this basis Willumsen donated his collections to the town. The collections include Willumsens own works, his Old Collections and large archives containing photographs, books, letters, diaries, collected through a long life. Few museums have such a comprehensive collection of documents, bearing witness to the work af an artist.
J.F. Willumsen never saw his museum. In 1957 he lived in the South of France and was too ill to go to Denmark. He died the following year.