The Chapel of Frederiksborg Castle is a unique building, which features the original decor dating back to Christian IV, and also contains several historical treasures. Whilst large sections of the castle interior were destroyed by the fire in 1859, the chapel survived the event virtually unscathed.

The impressive altarpiece made from gold, silver and ebony was created by the jeweller Jacob Mores from Hamburg in 1606. In the gallery stands the historic Compenius Organ, built in 1610 by Isaiah Compenius. During the absolute monarchy era (1660-1848), Danish Kings were crowned in the Castle Chapel, and since 1963 it has been used as a Knight's chapel for the Order of the Elephant and the Order of the Dannebrog. Amongst the royal coats of arms and crests that adorns its walls, there are also some dedicated to international heads of state such as Nelson Mandela, and prominent Danes such as Mærsk McKinney Møller and Niels Bohr.

From the gallery you can access the King's Oratory, one of the castle's grandest rooms, which was unfortunately destroyed during the castle fire of 1859. However, the room has been restored with intarsia panels and an ivory-decorated ceiling so it looks much like it did before the fire. During the period 1865-1879, artist Carl Bloch created 23 paintings depicting scenes from the life of Jesus Christ, which are on display in the Oratory.
The chapel of the castle has operated as the parish church since Christian IV, and has remained so ever since. The church has four priests and two organists.