Designed by Inigo Jones, it was built between 1623 and 1625 as an adjunct to St. James's Palace, initially as a Catholic chapel for the Infanta Maria Anna of Spain, Holy Roman Empress, who in the end never used it because she didn't marry King Charles I of England.

Afterwards, it was used by the woman he did marry, Queen Henrietta Maria of England, a Catholic, and her retinue.

It is one of the facilities of the British monarch's household religious establishment, the Chapel Royal, but should not be confused with the 1540 liturgical building also known as the Chapel Royal, which is within the palace, just across Marlborough Road.

[4] The chapel was built as an integral part of St James's Palace, but when the adjacent private apartments of the monarch burned down in 1809 they were not replaced, and in 1856–57 Marlborough Road was laid out between the palace and the Queen's Chapel.

The result is that physically the chapel now appears to be more part of the Marlborough House complex than of St James's Palace.