In the 13th century, there was a mansion with a moat and defensive towers known as Burg Arnesvelde, about three kilometers south of today's Schloss Ahrensburg.

After Rantzau's death in 1569 during the Siege of Varberg his brother Peter [de] took over the mansion.

He transformed the local economy, the appearance of the nearby village and the interior of the castle, turning it into a late-Baroque court.

It is likely that the use of white paint also dates to this period and that the castle previously featured unplastered brick walls with sandstone ornaments.

[2]: 10–12 From 1759 to 1778, Ahrensburg served as Schimmelmann's summer residence and remained his family's main seat in the 19th century.

[2]: 12, 15–17, 21 In the late 1920s, the Great Depression affected the Schimmelmann family and they were forced to sell the castle in 1932.

In 2002, the castle and the six hectares of park were transferred to a private foundation that since 2007 had to operate without public subsidies.