At the turn of the 20th century the population grew rapidly in Copenhagen and the city authorities decided to employ an assistant pastor to work in the southern part of St. Stephen's Parish, one of the poorest working-class neighbourhoods of the city, until it could be disjoined as an independent parish.

[1] Peder Vilhelm Jensen-Klint was commissioned to make a design in 1911 and it was built from 1913 to 1914.

The church is named after Anna the Prophetess who appears in the passage from the Gospel about the Presentation of Jesus at the Temple which was read at the opening on 27 December 1914.

[1] After some years the church had become too small and Jensen-Klint was asked to design an extension.

The last extension was carried out from 1924 to 1928 and added a second lateral wing at the other end of the nave.