Roskilde Mansion replaced a bishop's palace which had stood at the site since the Middle Ages.

Lauritz de Thurah who had recently been engaged as royal master builder, was charged with its design in 1733 and the palace was completed in 1736.

[1] During the English siege of Copenhagen in 1807, the mansion served as headquarters of General Sir Arthur Wellesley, the future Duke of Wellington.

Facing the courtyard, the facade of the main wing has pilasters and a median risalit tipped by a triangular pediment decorated with the royal coat of arms.

[2] Dating from the 13th century, the Gate of Absalon which connects the mansion to the apse of Roskilde Cathedral, is the only surviving part of the former bishop's palace.