The national park comprises mountainous moors to the south of the small town of Rebild on the Jutland Peninsula. They are surrounded on three sides by the Rold Skov forest. Until the beginning of the 20th century, this area was used by local farmers to graze cattle.
The park was founded by Max Henius, an American of Danish descent who immigrated to the United States in 1881. In 1912, on behalf of a group of Danish emigrants, he bought the land on which the park is now located, and then handed it over to the state. The conditions for making the donation were: preserving the area in its natural state and placing it under protection, making it available for public sightseeing and the possibility of organizing American holidays there.
Due to the latter condition, the Rebild Festival takes place in the park every year on July 4, organized on the occasion of the American Independence Day.