Located on the former esplanade which used to surround Kastellet, the area has a long history as a greenspace but received its current name in 1965 to commemorate Winston Churchill and the British assistance in the liberation of Denmark during World War II.

In 1761 it became part of a tree-lined promenade, known simply as Esplanaden (English: The Esplanade), which was established between the Northern Custom House and the Eastern City Gate along the southern and western margin of Kastellet.

[2] Another bust, designed by Svend Lindhard and placed outside the Resistance Museum, commemorates Major Anders Lassen, the only Dane to have received the Victoria Cross for his efforts in World War II.

The park also features a bronze statue of a valkyrie, a female figure in Norse mythology who chooses who will die and battle and brings her chosen to Valhalla, an afterlife hall of the slain.

[3] Benny (Morten Grunwald) and Kjeld (Poul Bundgaard) are seen being chased through the park at 0:48:36 in the 1972 Olsen-banden film The Olsen Gang's Big Score.