The paper presents results from hyperspectral identification of the colouring palette used by Edvard Munch in a canvas painting entitled "Old Man in Warnemünde". The painting is part of a collection at the Munch Museum in Oslo. A collaboration between the Conservation Department of the Munch Museum and the Norwegian Colour and Visual Computing Laboratory from NTNU has allowed to analyze several points of the painting by means of hyperspectral imaging and identify thus the pigments present. The hyperspectral pigment identification involves a use of two pigment databases (Kremer and ENST) which were created using different binding media. Some results from the hyperspectral analysis were also validated through elemental analysis by means of XRF. The pigment identification method employs the shape component of spectral Kullback-Leibler pseudo-divergence function, instead of the widely-used but inaccurate spectral angle mapper. In addition to the interest of this pigment analysis for conservation practice of this particular painting, an important contribution of this paper is the validation of hyperspectral imaging and processing methods for pigment identification.