The church traces its history back to 1897 when a house on Christian II's Vej in Eberts Villaby, which had recently been completed by a local developer, came into use as the first Catholic place of worship on Amager in modern times.

[1] Known as St. Anne's Chapel (Danish: Sankt Annæ Kapel), it was used for church service on Sundays and as a Catholic school on weekdays.

The old building was demolished in 1935, and the foundation stone for its replacement, which was designed by Sven Risom, was set by Bishop Josef Brems on 19 November 1936.

The central image is surrounded by six reliefs representing the Annunciation, Jesus' birth, the Marriage at Cana, the Pieta and the Assumption.

An inscription reads: "In 1944/45, as the war came closer to Denmark, leaving everybody frightened, St. Anne's congregation promised to raise this altar in honor of God and his holy Mother, the perpetual Help."