It was first located next to the naval Church of Holmen in the city centre but relocated to its current site on Dag Hammarskjölds Allé in the Østerbro district in 1666.

When the anchor forge at Bremerholm was converted into a naval church by Christian IV in 1619, a churchyard was laid out next to it.

[1] It remained in use until 1651 but was then, following an extension of the church between 1641 and 1649, relocated to a site outside the Bastioned Fortifications, next to the main road leading in and out of the Eastern City Gate.

In his design of the chapel at Holmen Cemetery he relied on traditional Nordic stave churches for inspiration.

[2] The chapel is an adapted stave church design, lacking the tall, tower-like appearance which is normally seen in such buildings, but the shingled slate roof, the tarred timber and the carved animal heads are characteristic features.