In the 1770s, Louis Jean Marie de Bourbon, Duke of Penthièvre, was one of the greatest land owners in France prior to the French Revolution.

On November 25 of that year, in a long religious procession, Penthièvre transferred the nine caskets containing the remains of his parents (Louis Alexandre, Count of Toulouse, and Marie Victoire de Noailles), his wife (Princess Maria Teresa Felicitas of Modena) and six of their seven children from the small medieval village church next to the castle in Rambouillet to the chapel of the Collégiale Saint-Étienne de Dreux.

On November 21 of that same year, in the midst of the French Revolution, a mob desecrated the crypt and threw the ten bodies into a mass grave in the Chanoines cemetery of the Collégiale Saint-Étienne.

In 1816, the Duke of Penthièvre's daughter, the Duchess of Orléans, had a new chapel built on the site of the mass grave of the Chanoines cemetery, as the final resting place for her family.

In 1977, the domain of the chapel was designated by the French government as a partially protected monument historique (national heritage site).