Designed by Arthur Blomfield as a traditional English parish church in the Gothic Revival style, it is in a peaceful park setting at the end of Amaliegade in the northern part of the city centre, next to the citadel Kastellet and the Gefion Fountain and Langelinie.

She managed to raise funds as well as provide a very attractive site for its construction when she persuaded the Danish Ministry of War to grant permission to have the church built on the esplanade outside the citadel Kastellet.

Present on the opening day was a large display of European royalty, including the Prince and Princess of Wales, King Christian IX and Queen Consort Louise of Denmark, Tsar Alexander III and Tsarina Maria Feodorovna of Russia and George I and Olga of Greece.

Also present were the entire Diplomatic Corps, Ministers, representatives of the Army and Navy, church officials, and Greek, Russian and Roman Catholic Priests.

After the consecration, the Prince and Princess of Wales hosted a lunch on board the Royal Yacht HMY Osborne to which all those who had been closely connected with the realisation of the church were invited.

[5] Following the passing of Queen Elizabeth II, Her Royal Highness The Duchess of Gloucester became the patron of St Alban’s Church in October 2024.

The church is built in limestone from the Faxe south of Copenhagen, knapped flint from Stevns and Åland stone for the spire.

Every quarter-hour the 80 louvres (two sets of ten on each face) open while the bells sound a quarter chime, and after striking the hour play a hymn tune.

The original bells are by the English firm of Harringtons, as are the additional seven, which were made redundant by Holy Trinity Church, Oswestry, and retuned to suit.