It is a real treat for New York.

Until February 1, Manhattan's famous Frick Collection on Fifth Avenue is home to 10 stunning masterpieces on loan from the Scottish National Gallery. It's a role call of stars, all key pieces from the collection in Edinburgh. Botticelli, Velazquez, El Greco, Constable, Gainsborough, Raeburn, Ramsay: together they make up a mini anthology of 500 years of Western art. Having known and loved these pictures for a lifetime, seeing them displayed together in this elegant setting took my breath away. This exhibition does Scotland proud.

After New York, these masterpieces, plus 45 more, will travel on to San Francisco's de Young Museum, then the Kimbell Museum, Texas, part of a Scottish flag-waving exercise to raise international profile, and hopefully also raise money for an NGS expansion at the Mound, tripling exhibition space devoted to Scottish painting.

Director Sir John Leighton says: "At a time of intense international interest in Scotland, this tour to some of the most prestigious venues in the world will be a significant boost to the profile of the galleries, highlighting the outstanding quality of our national collections."

Akin to the Burrell, The Frick has a superb array of old masters (Rembrandt, Titian, Goya, Vermeer, Fragonard) plus fine furniture, sculpture and porcelain housed in the former mansion of industrialist Henry Clay Frick. He began collecting art in the late 1880s and many of the extraordinary paintings are still arranged according to his design. Like the terms of the Burrell bequest, the works cannot be loaned.

Despite such a renowned collection, this is the first time a painting by Botticelli has hung in the Frick. And it looks stunning.

Painted around 1485, Botticelli shows the Virgin and her sleeping son. Young, beautiful, serene, her profile enhanced by a delicate veil, it is a tranquil image. But for the faint halo, at first glance she could be any 15th-century adoring mother watching over her chubby infant. However, a surrounding bower of symbolic thornless pink roses and violets underline the religious aspect of this contemplative devotional picture.

Known as the Wemyss Madonna, the painting was acquired at auction by Francis Charteris, later 10th Earl of Wemyss, in 1859 when he failed to persuade London's National Gallery to buy it. This "ever ebullient" peer loved his picture. After a visit to Italy in later life, he declared "there is not in all the Florentine collections any one picture for which I would exchange mine."

It remained with the Wemyss family at Gosford House, East Lothian, until it was spotted by Tim Clifford, then director of NGS, in 1999.

If social media is anything to go by, Velazquez's humble kitchen scene, from 1618, is the most popular NGS picture and will be most missed. An Old Woman Cooking Eggs was painted when Velazquez was a mere 19, and demonstrates his genius. It is, says Frick curator Susan Galassi, a manifesto of his painting methods. Working from models posed in his studio, Velazquez not only achieves convincing figures but demonstrates his technical wizardry with textures and materials: copper pan, glass, melon, red onion, eggs congealing in oil as they loom out of the darkness. The picture itself moved from Seville to Amsterdam, then London, selling at Christie's for 36 guineas in 1813. Velazquez became painter to the King of Spain for 35 years. His 1644 portrait of Philip IV from The Frick's own collection hangs nearby.

The NGS works were chosen specifically to complement the Frick's permanent collection, which is very rich in French painting with two celebrated rooms by Fragonard and Boucher, so it was obvious to include Watteau's Fetes Venitiennes from 1718 which exemplifies the artist's romantic, exotic concoctions.

The 400th anniversary of El Greco's death is being marked in the US by exhibitions at Washington's National Gallery, the Metropolitan Museum and the Frick, which has three El Greco pictures of its own. These are again enhanced by Scotland's own El Greco, his Fabula Allegory 1590, a mysterious night time scene.

Britain is known for its landscapes. Two outstanding pictures by Gainsborough and Constable provide perfect archetypal rural scenes. The Frick's own Constable of Salisbury Cathedral 1826 is one of his best. Edinburgh's Vale of Dedham, painted the following year, gives us a classic sweeping view of Constable's beloved native Stour River Valley where his father's mill and site of the famous Hay Wain was located.

Sargent's glamorous Lady Agnew of Lochnaw, Galloway from 1892 is the "one that got away". The portrait of this ravishing society beauty dressed in a sumptuous shimmering gown of white and lilac, helped propel Sargent, an American, to prominence in London. Despite being the leading portrait painter of his day, his work is, ironically, missing from the Frick's collection. Mr Frick wrote to Sargent, but the artist replied that he was "not taking any commissions". After Frick's death, the widowed Lady Agnew needed to pay off debts (the gilded age Edwardian lifestyle came at a price) and offered her spectacular portrait to the Frick. It was turned down, but later bought by the NGS.

Of the 10 masterpieces in New York, only two are by Scottish artists - Ramsay's tender 1758 oil of his wife Margaret, and Raeburn's 1812 tour de force of the flamboyant kilted Chief of Glengarry, commissioned by the sitter for Invergarry Castle, Inverness. An American friend of mine had assumed this Frick exhibition would be of Scottish pictures. "That's what I want to see!" he said. Maybe the next NGS US tour will oblige.