The palace is an axially oriented construction with an enclosed forecourt and side wings. The palace was originally built for residential purposes, but was later extended to the rear and converted into a museum. The facades are coated with a colour-washed rough-cast render where the mortar of the joints has been partly rubbed over the brick so as to make the warm brown dye blur the bonds of the masonry. The continuous cornices below the concave hipped roof are typical examples of the rococo style.

Remodelled in 1938 for museum purposes and extended with a building towards Stormgade by the Danish architect Mogens Clemmensen. In 1991 the museum was reorganised and remodelled by Bornebusch Architects.