The first Methodist congregation in Denmark was founded on 11 January 1859 and was based in rented rooms in Store Kongensgade.

[1] The congregation grew rapidly and funds were raised for a new church which was completed in 1866 to designs by Ferdinand Vilhelm Jensen.

[2] The current church replaced the original structure, which was destroyed in a fire on 21 January 1914.

[3] The current church was built to a slightly modified and somewhat larger design by Jens Christian Kofoed; it was constructed in 1915 and was reinaugurated the following year.

[citation needed] The Jerusalem Church contains an organ built in 1916 and was restored in 1982–84.