The chapel is located in the south wing of Gavnø Castle. It was built in 1402 as part of the Dominican monastery founded by Queen Margaret. It is richly decorated. It includes, among others altar and pulpit made by the famous sculptor Abel Schrøder of Ringstedgade, and wood carved statues from the 15th century.
The chapel owes its colorful, decorative appearance mainly to the changes introduced by Helle Rosenkrantz-Gyldenstjerne, the wife of Admiral Niels Trolle, who in the second half of the 17th century became the owner of the castle. Carved coats of arms of the Troll family can be seen, among others on the pulpit and altar. The initials of the admiral and his wife, carved in the shape of iron anchors, are also found on the outer walls.
During the tour, it is also worth paying attention to the bench for the newlyweds, from 1576 and placed under the pulpit. It is decorated in the Renaissance style with floral motifs and inscriptions in Latin and German.