There are actually four versions of the Norwegian Expressionist's work, which shows a human figure with a horrified facial expression and hands held to his head, all against a landscape with a turbulent orange sky.
It has become a universal symbol of fear and anguish.
The one bound for New York, done in pastel in 1895, is the only one held in private hands. The other three are in Norwegian museums.
It was auctioned in May for a record $119.9 million dollars by Sotheby's. Financier Leon Black has been cited as the possible buyer, but this was never confirmed.
The display begins on October 24 and will feature other works by Munch from the same period.
This particular version of The Scream is the most colorful of the four.
The auction of it on May 2 in New York was nothing short of a thriller.
The starting price was $80 million, and bids went up by millions of dollars per minute. It was all over in 12 minutes. The final price was the highest ever fetched for a painting at auction.
Security at the museum will be beefed up for this show. Versions of the painting have been stolen in Norway in 1994 and again in 2004.