It is not just any old art show though, the exhibition features up to 60 watercolors, oil paintings and line drawings of Josephine that were done by Wood himself, The Sunday Telegraph reported.
The rock guitarist has been painting pictures of his wife for about 30 years.
The works, never been on public view before, range from warm and intimate to decidedly risque, the Telegraph said.
All of the art pieces will be in the exhibition "Josephine" at the Scream gallery on Thursday.
"It's kind of the story of our marriage expressed through art," Wood, 59, revealed. "Jo has been my muse."
Some of the paintings also will be for sale.
"He's not selling any of the ones with me naked," said Jo. "I find the idea of a painting of me naked on somebody else's wall a bit weird."