The Alexander Nevsky Church is the only Russian Orthodox church in Copenhagen. It was built by the Russian Government between 1881 and 1883, prompted by Princess Dagmar of Denmark's marriage to Alexander Alexandrovich on 9 November 1866 and their later ascent to the Russian throne as Tsar Alexander III of Russia and Tsaritsa Maria Feodorovna.

The church is dedicated to the Russian patron saint Alexander Nevsky.

The exterior of the church is dominated by the three onion domes which top the gable facing the street. The design takes its inspiration from 17th century Muscovite architecture. The facade is executed in red and grey bricks with sandstone ornamentations. High on the facade, in a niche above the bells, stands a statue of Alexander Nevsky, the church's patron saint.