It's the most extensive collection of the artist's works ever to come to Australia and includes many of Picasso's own favourites.
The exhibition of 150 pieces spans seven decades, including drawings Picasso did as a teenager, to works from his blue period and iconic masterpiece 'The Kiss'.
Picasso was the co-founder of the Cubist movement - most famous for experimenting with shapes, geometry and perspective.
The Spaniard captured the horrors of wars and occupations and was greatly influenced by a love of music.
The exhibition is a rare coup for New South Wales over other galleries across the country, and it marks the final chapter of Edmund Capon's career as director.
The gallery had to have a makeover to fit the many works into its 10 rooms.
The masterpieces will be on display until the end of March.
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