The history of the property dates back to 1731 but the current main building was built in the 1860s to a design by Johan Daniel Herholdt.
In 1731, royal cabinet secretary Georg Christian Jacobi acquired a piece of land from princess Sophia Hedwig on the coast north of Copenhagen and constructed a small country retreat at the site for his own use.
After his death in 1845, his wife, Anna Maria de Longueville, increased the size of the estate through acquisition of new land.
In 1811 he sold Enrum to Peder Andreas Kolderup Rosenvinge, director general of the Royal Danish Postal Services, who only owned the property until 1814.
The new owner was Johan Frederik Gyldenstierne Sehested, a military officer, and after his death in 1833 the estate came under Det Sehestedske Fideikommis.
Enrum was in 1845 acquired by Count Christian Conrad Sophus Danneskiold-Samsøe, who also owned the Holmegård Estate at Næstved.