Gråsten Palace was originally built as a hunting château in the middle of the 16th century. After it burnt down in 1603, a new palace was built. This new palace was most likely located where the southern wing of the current palace stands. Lord Chancellor Frederik Ahlefeldt commissioned the construction of a massive baroque palace in around 1700, which, however, also burnt down, in 1757. The current palace was built in two stages: the southern wing in 1759 and the main building in 1842. Visitors only have access to the palace garden and the church. Queen Margrethe and the royal family occupy the palace in the months of June to August.