Saint Ansgar Cathedral was built in 1840-42 as a private chapel for the Austrian Embassy. Building was funded by a legacy from the wine merchant Peter Bianco.
In 1865 the chapel was renamed "The Church of Saint Ansgar" after the benedictine monk, known as "the Nordic Apostle". In 1953 the church was upgraded to a cathedral.
The chapel was designed by Professor G.F.Hetsch, who had been responsible for the construction of the Great Synagogue in Copenhagen a few years before. Hetsch was from the school of Classicism and at that time he perceived an interest in historicism, a new trend in architecture inspired by various historical styles.
Saint Ansgar Cathedral is one of the earliest Danish examples of this type of architecture. The shape of the main facade is inspired by ancient Christian basilicas. The brickwork of the walls is reminiscent of mediaeval North Italian architecture, while the statue niches were inspired by the Italian renaissance. The end of the triangular gable is decorated with graceful classical palm trees.
At the time, the red and gold brickwork aroused special interest as most contemporary buildings had stuccoed walls.
The facades at the side, which are not visible from the street, were made very simple with large Romanesque windows which originally had clear panes. The present colourful stained-glass windows with their images of the saints were not installed until 1885-94.
The need for a presbytery and school associated to the church was fulfilled by the architect in an unusual way by adding an everyday, multi-storey building to the eastern end of the church. Today there is a small museum here with Hetsch's original plans of the church, Liturgical items etc. In 1943 a bell tower was added to the church, designed by architect Gunnar Glahn.
The interior of the church has one nave, a flat coffered ceiling, and a semicircular arched apse. This is richly decorated with paintings from 1864-65 by the German artist Josef Settegast. The paintings had already been planned by Hetsch in his design. The other decoration around the interior is mostly very colourful, with different coloured wall panels which complement the brickwork of the street facade.
Hetsch had earlier designed the church fixtures and fittings in French Empire style. For the sake of symmetry, the pulpit and font stand at either side of the apse, although according to Catholic tradition, the font should stand at the entrance.
Between 1988 and 1992, the church was restored by Professor Vilhelm Wohlert.