Walking in My Mind is about what goes on in the minds of artists.
Sometimes this can mean happy thoughts and sometimes this can mean feelings and ideas that are sad and upsetting.
The exhibition is full of amazing works of art and definitely worth visiting if you get a chance. Please note: the Hayward Gallery does say that some of the works are just for grown-ups and not suitable for children.
Walking in My Mind is on until September 6 2009 but don't worry if you can't get to see it because the Hayward Gallery have got a short film about the exhibition on YouTube.
Warning: the film does contain what looks like a dead cat as one of the exhibits on display, so don't watch it if this would upset you.