The Diocesan Museum began with an already significant nucleus of works which were in the Cathedral Museum, and has since integrated several works from other churches in Pienza and the surrounding area, including some returned to the city by the National Painting Gallery of Siena after years in that collection. One of these returned works is the painted crucifix from the Abbey of San Pietro in Vollore which dates to the 12th century. Among the more notable 14th century works are the Madonna and Child by Pietro Lorenzetti; a Crucifixion by Segna di Bonaventura; and a Madonna and Child by Bartolomeo Bulgarini. Signed and dated 1364, the Madonna of Mercy by Bartolo di Fredi which was originally in the Pienza Baptistery.
The 15th century Sienese school is extremely well respresented. A beautiful panel painting by Vecchietta represents the Madonna Enthroned with Saints Biagio, John the Baptist, Nicola and Floriano, a painting which demonstrates the artist's familiarity with innovations in the Florentine school with regards to its clear light and the use of perspective. Other works by the Master of Observance, Neroccio di Bartolomeo, and Bernardino Fungai.The Madonna of Mercy attributed to Luca Signorelli, and until now in the Church of San Francesco, is dated to the beginning of the 1500s and is—chronologically—located near Fra Bartolomeo's Rest on the Flight to Egypt. The section on Renaissance sculpture offers two polychrome wood sculptures by Domenico di Niccolò dè Cori and a beautiful pair of painted terracottas representing Saints Peter and Paul which have been attributed to Giovanni Andrea Galletti.The Sienese school continues to be represented in following centuries by the works of Vincenzo Rustici, Francesco Rustici, Bernardino Mei and Giuseppe Nicola Nasini.
The jewellery collection, covering the 13th-19th centuries, includes liturgic pieces donated to the Cathedral by Pius II: a beautiful pastoral, a mitre, a thurible and a pail. The reliquary bust of Saint Andrea, by the Florentine Simone di Giovanni Ghini dates to 1462-63. A cross signed by the Sienese goldsmith Goro di Ser Neroccio dates to 1430. The most valued work at the Pienza Museum is probably the so-called Cope of Pius II donated, according to legend, by Tommaso Paleologo to the Pope and then to the cathedral. This splendid cope, with 27 stories from the life of the Virgin, Saint Margherita of Antioch and Saint Catherine of Alexandria, is of British manufacture and has been embellished with the subtle, refined embroidery technique known as “opus anglicanum.” The vivacious narrative, the Gothic refinement of the figures and the impagination, the descriptive details of the natural elements, the application of color make this an English masterpiece of the first half of the 1300s, deserving of admiration even in the culture soaked atmosphere of the Renaissance court of Enea Silvio Piccolomini.