In around 1600, King Christian IV of Denmark installed a new castle chapel at Koldinghus. The chapel was placed in the north-west corner of the castle, and The Great Hall and great tower were built above it. The chapel design was based on northern German models: a broad nave featuring three star vaults, surrounded on three sides by a narrow gallery, two storeys of which opened out on to the nave with arcades. The fourth side, facing north, featured a tall, round-arched window, and in front of this was the altar. The floor was tiled with black and white marble tiles, while the altarpiece and pulpit were of marble and alabaster. The king's closed-off pew was located in the gallery across from the pulpit, and from here he was able to participate in chapel services. The pulpit in the north-east corner of the church rested on a lion holding the king's coat of arms, and along the arcade were seven statues of Christ, Peter and Paul, as well as the evangelists Matthew, Mark, Luke and John.
The castle chapel was damaged by the Swedish army during the "Lennart Torstensson" war of 1643-45. A comprehensive restoration project was carried out during the reign of King Frederik IV, and the various passages of scripture were renewed.
When the castle caught fire in 1808, the beams that supported the south wall of the great tower were damaged to such an extent that part of the tower collapsed and destroyed The Great Hall and the castle chapel. The former chapel remained exposed to the open sky until the great tower was rebuilt about 1935.