One of four versions, The Scream by Edvard Munch - sold by Sotheby's in New York for £69m on May 2 and shown left - is on show from October 24.
It went to an anonymous buyer over the phone, but there has been speculation that it was US financier Leon Black, who is listed as being on the board of trustees of the Museum of Modern Art as one of four vice chairmen.
The work itself was a 2ft 7in x 23in (79 x 59cm) pastel on board from 1895, the year Munch created a lithograph of the image which helped spark its mass proliferation.
It was made two years after the artist produced the primary version of The Scream, which is now in the National Gallery of Norway. The version at Sotheby's was the most colourful of the four and, crucially, the only one remaining in private hands.