Under the present palace lie the ruins of Bishop Absalon's Castle and Copenhagen Castle. When the foundations of the present Christiansborg Palace were being cast, workers came across ruins of several buildings and parts of a curtain wall.

Experts were called in from the National Museum of Denmark and the ruins, which lay beneath the inner palace yard, were unearthed. Public interest in these ruins, which dated back to around the year 1167, was tremendous. It was therefore decided that the ruins should not be covered over again but preserved for posterity. The reinforced concrete structure erected to cover the ruins was the biggest of its kind in Denmark when it was built in 1908.

The ruins beneath the palace square were excavated in 1917 and a cover was also built over them. The ruins have been open to the public since 1924. The Ruins Exhibition was renovated during the period 1974-77 and has remained more or less untouched since then.