The Treasure Gallery, one of the most interesting collections of the museum, got its name in the 18th century during the reign of Catherine the Great. It consists of two sections.

The first, called the Gold Rooms has works from Eurasia, the Black Sea Littoral in antiquity, and the Orient. It consists of around 1,500 works made from gold and dating from the 7th century B.C. to the 19th century A.D.

The main idea of the second section, which is called the Diamond Rooms, is to show the development of the jeweler's craft over the course of mankind's many centuries of history from the third millennium B.C. to the start of the 20th century.