It runs from Vesterbrogade in the northwest to Kalvebod Brygge on the harborfront in the southeast, and marks the boundary between the districts Indre By (City Centre) and Vesterbro.

The section from Tietgensgade to Kalvebod Brygge was originally called Tømmerpladsgade (Timber Site Street) but it was merged into Bernstorffsgade in 1914.

Copenhagen's first railway station opened at an adjacent site in 1847 but had moved to the other side of Vesterbrogade in 1866.

Skandinavisk Panoptikon, a combination of a wax museum and a cabinet of curiosities established by Vilhelm Pacht, opened at the corner with Vesterbrogade in 1885.

Cyclisten, a cycling club, constructed a 350 metres long cycle-racing track with canted curves, tribunes and restaurant at the street in 1893.

Bernstorffsgade was originally located a little further to the west (where Banegårdspladsen runs today) but was moved in connection with the construction of the new station.

The block between Vesterbrogade and Tietgensgade is dominated by Copenhagen Central Station on one side and Tivoli Gardens on the other.

The Historicist building was designed by city architect Ludvig Fenger and features a turret topped by a large lantern at the corner.