Visual arts have invaluable importance for the cultural, historic and economic growth of our societies. One of the building blocks of most analysis in visual arts is to find similarities among paintings of different artists and painting schools. To help art historians better understand visual arts, the present paper presents a framework for visual link retrieval and knowledge discovery in digital painting datasets. The proposed framework is based on a deep convolutional neural network to perform feature extraction and on a fully unsupervised nearest neighbor approach to retrieve visual links among digitized paintings. The fully unsupervised strategy makes attractive the proposed method especially in those cases where metadata are either scarce or unavailable or difficult to collect. In addition, the proposed framework includes a graph analysis that makes it possible to study influences among artists, thus providing historical knowledge discovery.