The original church at the site, stood finished as early as 1060 AD, but only the stone crypt remains today as evidence of its existence.

After the Reformation in Denmark, the name was changed to the Church of Our Lady and King Christian III decreed that the surrounding buildings, formerly a priory of the Dominicans, should function as a hospital for the sick and poor.

The church was subsequently granted congregational privileges which officially made it a centre for clerical activities in its area.

During the restoration by the Danish National Museum, two graves were found - one of a child and one of an adult - and 23 coins from the 14th century.

Different sources point both to the years 1227 and 1239; it is generally assumed that the priory was fully established by approximately 1240.