The park is situated at the site of the former Valby Fælled ("Common"), which was used as landfill between 1913 and 1937. It was converted to a park between 1937 and 1939, and opened to the public on September 1, 1939. Due to fuel shortages during World War II, much of the park was dug up in 1941–42 to search for coke, though the park was re-established and expanded during 1944–52.

The park was officially designated as a protected area on May 3, 1966.

In connection with Copenhagen being the 1996 European City of Culture, 17 circular themed gardens were established in the park.