The first Philip's Church was a wooden structure built in connection with the establishment of Philip's Parish which was disjoined from the Parish of Sundby on 19 October 1907. It was replaced by the current church which was completed in 1924 to a design by Rasmus Rue.

The church is build in a traditional style inspired by Danish village churches. Above the entrance to the porch is an inscription quoting Philip's words to Nathanael in John 1.46: "Come and see".