Curator Kasper Monrad says the paintings in Dylan's "Brazil Series" were specifically made for the Danish exhibition, which opens Friday.
The collection includes figurative scenes from Brazilian slums, farms and beaches. The 69-year-old folk singer sketched the scenes during visits to the South American country and then painted them on canvas in a studio.
Monrad said there were connections between Dylan's music and his art.
Dylan was not at Thursday's presentation of the exhibition, which runs through Jan. 30.