[1] The present-day version of the church was designed by the architect Christian Frederik Hansen (1756–1845) in the Neoclassical style and was completed in 1829.

[2] Construction of the original Collegiate Church of St. Mary (den hellige Marias kirke) began no later than 1187 under archbishop Absalon (c. 1128–1201).

St. Mary's construction continued sporadically until 1209, when it was consecrated by Absalon's successor, bishop Peder Sunesen [Wikidata] (c. 1161–1214) on Annunciation Sunday in March, which became the church's traditional feast day.

[3][4] In 1314, a fire destroyed the limestone church so completely that it was rebuilt in the popular new building material of the day, oversized red brick.

By royal decree both Roman Catholic and Lutheran priests were commanded to use the church jointly, which incensed the majority of Copenhagen's population.

On 27 December 1530 hundreds of citizens stormed St. Mary's, destroying every statue and dismantling the choir stalls.

[6] Just a year later Our Lady Church celebrated the acceptance of the Lutheran order of worship presided over by Johannes Bugenhagen (1485–1558), an associate of Martin Luther.

[6] Lightning strikes damaged the church in 1573 and 1585, and some of the vaulting, tower, and roof collapsed after the resulting fires.

Ranks of tall half-round windows let in natural light, and ribbed brick vaulting arched high overhead from two long rows of squared pillars supporting the roof.

A row of side chapels ringed the nave and choir giving the appearance of a five-aisled church which impressed all who entered, including King Christian VI who oversaw the building's progress with impatience.

It was popular at the time to pay for extra ringing after weddings and funerals, which was a source of complaint by university students who were trying to study.

[6] In September 1807, the cathedral was destroyed during the bombardment of Copenhagen by the British Royal Navy under Admiral James Gambier during the Napoleonic Wars.

Bertel Thorvaldsen (1770–1844) was commissioned to decorate the interior with statues of Jesus Christ and the apostles; Judas Iscariot replaced by St. Paul.

[6] Major renovation organized by Professor Vilhelm Wohlert (1920–2007) in 1977–79 removed various additions that had accrued in the interior of the church over the years.

The interior is likewise decorated with the twelve apostles (one in front of each of the piers of the central nave), the Risen Christ displaying the wounds in his body (in a niche above the altar) and in front of the altar the baptismal font in the form of an angel holding a large scallop shell, all in Italian carrara marble.

In the aisles, a bronze bust of Bertel Thorvaldsen, modeled by Herman Wilhelm Bissen (1798–1868) is on display along with many portraits of bishops and deans.

[13] Burials in the church or former churchyard include: Each morning (except Sundays), between 8.05 and 8.25 local time, Danish public radio (DR) transmits a live act of worship from the cathedral, recordings of which can also be heard via the internet.