Paloma Picasso, the youngest of Pablo Picasso’s four children, vividly remembers sitting on the floor of her father’s studio, drawing on paper as he worked at his easel.

“Because I was a very quiet little girl, I was able to stay with him,” she said in a recent interview. “He would let me stay next to him while he was painting because I could spend hours without uttering a word.

“I knew we were not supposed to touch anything,” she added. “He would always say, ‘You can touch with your eyes, but not with your hand.’”

Now Ms. Picasso has helped organize a show of her father’s work at Gagosian gallery, which opened on April 18. Some of the pieces in the exhibition have been in her possession and have never been seen by the public.

“The idea was to do a show where it wouldn’t be chronological,” she said. “It would be more the different works talking to each other.”

The show, “Picasso: Tête-à-tête,” is an unusual role for Ms. Picasso, given that for the last 45 years she has focused on her jewelry collection for Tiffany & Company.