The Skagen area suffered from severe problems with sand drift up through the 18th century and in 1795 the sand covered old church had to be abandoned. It was a brick church of considerable size dedicated to Saint Lawrence which dated from the beginning of the 15th century and located 2 km south-west of the town centre.
A new church was built in 1841 to the design of Christian Frederik Hansen. The design was adapted in 1909-10 by Ulrik Plesner who also designed a number of other buildings in Skagen. Plesner collaborated with Thorvald Bindesbøll on the interior. Anne L. Hansen created interior decorations and a new colour scheme in 1989.