Services at the chapel are often attended by members of the British royal family, and Queen Elizabeth II regularly worshipped at the church for reasons of privacy.

By the mid-1820s, George IV frequently resided at Royal Lodge during his refurbishment of Windsor Castle, and a larger chapel was required for the worship of his household and staff.

The chapel was built by Jeffry Wyatville, the architect of the King's works at Windsor Castle, and first used on Palm Sunday in 1825.

With the accession of William IV, the greater part of Royal Lodge was demolished, but the chapel survived, and held services for the "benefit of servants of the Park Establishment.

"[2] Queen Victoria occasionally attended services in the chapel, and recorded a visit in March 1842, remarking "Everyone joined in the singing, which I so much like.

Afterwards we walked to the Royal Lodge, and in the garden which is very pretty..."[2] Francis Seymour gave the chapel a new organ upon becoming Marquess of Hertford, having previously been the Deputy Ranger of the park.

[4] Her coffin lay before the altar of the chapel before being taken to London for her lying in state in Westminster Hall and funeral.

[2] A contemporaneous guidebook described the chapel as "a small structure fitted up with appropriate simplicity; its principal ornament being the window above the altar, representing our Saviour casting out devils."

Writing to the Keeper of the Privy Purse, Charles Phipps, Gore said that he would not have originally appointed Teulon if he had known the entire building was to be remodelled, as he thought "churches built from his designs are too elaborated and fantastical."