Jenny Saville is at Modern Art Oxford and in Room 43 of the Ashmolean from 23 June to 16 September.

Jenny Saville's Reverse, 2002-2003. Photograph: Gagosian gallery

It will astonish many people that Jenny Saville is opening her first solo show in a British public gallery, but the artist does not feeling upset or wronged.

"I don't have a complaint about not being fashionable, I don't feel I've been ignored. It's out of choice that I haven't shown in the UK," she said as she put the final touches to an exhibition at Modern Art Oxford.

The show includes the mountainous fleshy nudes she became known for in the 1990s right up to new work so fresh that on Friday it was still wet. "I finished it at 10am yesterday," she said, pointing to her most recent work. "I just hope people don't lean against it."

Saville was one of the YBAs, one of many British artists helped by Charles Saatchi exhibiting in his Sensation exhibition at the Royal Academy in 1997. Since then she has built up an international reputation showing across Europe and in the US, yet no British museum show.

"It is incredible isn't it," said Modern Art Oxford's director, Michael Stanley. "But audiences who come here will feel they know her work because you would have seen so many images of it in different ways."

The lack of shows is partly down to Saville and partly down to her work not always being flavour of the month in certain art circles. "She's had a dogged determination and interest in figuration," said Stanley. "It has not been fashionable at all, especially in painting. This show is important because it shows what an incredible painter and draughtsman she is."

It is also down to her not producing a huge amount of work ("I'm slow," she said) and wanting to build a reputation in the US. "I wanted to see if I could stand up in that environment and I got the opportunity to do it, which was thrilling."

The time felt right for a UK show, especially in Oxford where she has her studio. "The YBA thing has calmed down a bit here and there's a bit of space and distance from that, so I feel it is the right time to show in this country and this is a beautiful museum with wonderful daylight."

Almost all of the loans are from private collections and they include enormous works such as the 16ft-wide Fulcrum from the late 1990s. "I used to call it the bitch," Saville said. "I look at it now and think no wonder it took me two years."

Two of Saville's recent works will be found 10 minutes away from the gallery in the Italian Renaissance room of Oxford's Ashmolean. Sandwiched between works by Veronese and Titian's The Triumph of Love is a Saville drawing inspired by Leonardo's The Burlington House Cartoon in the National Gallery.

"It is amazing," she said. "I was daunted by it. To show directly in a dialogue with old masters is so rare, normally the best you get is your painting reproduction next to their painting reproduction, but this is a direct relationship and it is thrilling. I'm really grateful to the Ashmolean for taking that jump."

• Jenny Saville is at Modern Art Oxford and in Room 43 of the Ashmolean from 23 June to 16 September.