The Lake Pavilion is a historic building at the Lakes. It was completed in 1895 to a design by Vilhelm Dahlerup and listed in 1984.

The Lake Pavilion was built for the Copenhagen Ice Skating Club, whose members had used The Lakes for ice skating during the winter months since the club's foundation in 1870. They first used Sortedam Lake but from 1886 also Peblinge Lake.