The avenue is lined with two double rows of linden trees and bisects Sankt Thomas Plads, a small round plaza, shortly after its departure from Vesterbrogade.

The crown took over the area at the far end of Frederiksberg Allé after Ny Hollænderby, a settlement of Dutch farmers which had been located at the site, had burned down in 1697, and a new summer residence for Frederick IV was built on a local hilltop between 1699 and 1703.

[1] A number of country houses for wealthy Copenhageners were built along the north side of the avenue in the years after 1780, such as Sommerro, Vennersly, Sans Souci and Alléenberg.

In 1785 King Christian VII installed a large iron gate at the site where the avenue diverged from Vesterbrogade.

The iron gate was dismantled in 1862 and later installed at Søndermarken's entrance on the corner of Pile Allé and Roskildevej.

Georg Carstensen, after leaving Tivoli Gardens which he had founded in 1843, opened a large entertainment complex in Moorish style named Alhambra in 1857.

Located in one of the former country houses, Sankt Thomas had an anatomic museum and waxworks in a lateral wing, and in 1897 added sports to the palette of entertainment when Magnus Bech-Olsen became a world champion in wrestling by defeating the Turkish Sultan's court wrestler.

[3] At the turn of the century, time ran out for the pleasure gardens and Frederiksberg Allé started to change character.

The country houses and villas were pulled down and replaced with denser developments, mostly apartment buildings, although theatres continued to characterize the area.