The museum is based in a building from 1723 which was designed by crown prince Christian (VI).
The current rectory on the opposite side of the street was originally a cow stable.
Its neighbouring buildings, which now houses the Danish Museum of Hunting and Forestry, were originally barns and stables.
[1] In front of the museum stands the Stolberg Column which commemorates the agricultural reforms that took place at Hørsholm Estate between 1759 and 1761.
The memorial, a commission from Christian VI's widow, Queen Downer Sophie Magdalene, was raised in 1766 to designs by the French sculptor Nicolas-Henri Jardin.