This branch of the Russian Museum features temporary exhibitions of contemporary art and a permanent display of paintings from the Ludwig Museum in Cologne that includes works by Picasso, Warhol, Basquiat and Liechtenstein. The palace, designed by Antonio Rinaldi, gets its name from the 36 kinds of marble used in its construction. Highlights include the Gala Staircase, made of subtly changing grey Urals marble; and the impressive Marble Hall, with walls of lapis lazuli and marble in a range of colours from yellow to pink.

Built between 1768 and 1785, the palace was a gift from Catherine the Great to Grigory Orlov for suppressing a Moscow rebellion. Outside it stands the equestrian statue of Alexander III.