The gallery, which has an advertising budget of £500,000, does not have a retained agency, preferring to create its advertising in-house.
A National Gallery spokeswoman said: "We are undertaking a strategic review but it is at a very early stage."
Total Media, which handles the gallery's media planning and buying account, is not affected by the review.
The gallery launched a campaign last year to promote its gift shop. Two long-copy ads used words from the books of famous artists to illustrate their sources of inspiration.
In one, William Hogarth was quoted with the words: "Artists have always found inspiration in the aspects of love; courtship, marriage, syphilis plasters ..." The commercial directed consumers to the gallery shop to find out more information.
A Christmas campaign showed a picture of Father Christmas with the line: "You are Father Christmas; every purchase supports the National Gallery shop."
