Hørsholm church was built in 1820-23 on an island in a small lake, previously the site of Hirschholm Palace, a large Baroque royal palace which stood here from the 1730s to 1812.

The church was designed by the leading architect of the period, C.F. Hansen, who is well known for his simple late Neo-Classical style. See, for example, his Christiansborg Palace Chapel and Copenhagen  Cathedral.
The white-washed  rectangular building has a black-tiled roof  and projections with pediments at the north and south ends. A horizontal moulding runs all round the building, dividing it into two "floors". The side facades have slightly projecting sections at either end with rectangular windows above and below, the latter with simple projecting sandstone mouldings over. The central section has round-arched windows below and niches above.

The entrance in the northern end is a simple Tuscan portal. Over it a semicircular window, and on top a bell tower made of wood. The southern end  simply has a horizontal rectangular niche and small circular window in the pediment.

The yellow buildings east of the lake belonged to the old palace. The large barn was erected in 1713 by Queen Louise, wife of Frederik IV.