This massive brown structure was built in 1919 as a protective sea wall. It's an impressive sight, complete with columns and a balustraded terrace, though it's in a bad state of decay. Long-term restoration, however, is under way. And while it's not open to the public, guided visits are sometimes offered in the summer (in August at the time of research).
Opposite the gallery is Bilbao's first lighthouse, known as the Estacíon de Salvamento de Náufragos.