Roskilde Palace is a four-wing yellow Baroque building built between 1733 and 1736 on the site where the vicarage once stood. The Absalon Arch connects Roskilde Cathedral with the palace, which was once the residence of the Royal Family when they were passing through or attending royal funerals.

From 1835 to 1848 the Assembly of the Estates of the Realm of the Islands, who formulated a new Danish Constitution, was housed here.