Harvey Dunn, the son of homesteaders, studied under the tutelage of Ada Caldwell at South Dakota Agricultural College. With the support and encouragement of Caldwell, Dunn continued his studies at the Chicago Art Institute. Dunn became a successful illustrator, teacher, and was one of eight illustrators selected as official artist for the American Expeditionary Forces during WWI. The South Dakota Art Museum's Dunn Collection is significant in that it consists of prairie paintings that have become the pride of South Dakota. The collection also contains illustrations featured in Saturday Evening Post and WWI paintings inspired by his contribution to the American Expeditionary Forces. Dunn's works are nationally regarded not only for their contribution to American illustration, but more specifically, to its documentation of the emotion of the early prairie life. The museum was built specifically to house the Harvey Dunn Collection, which was given to the South Dakota State College (now the South Dakota State University) by the artist in 1950 and transferred to the museum in 1970.
The museum cares for the world's largest Harvey Dunn collection with 139 total works, including: 106 paintings, 16 prints and 17 drawings.