Frederiksberg Palace is a striking Baroque residence constructed between 1699 and 1735 as a summer retreat for the Danish royal family, influenced by Crown Prince Frederick IV's travels through European palaces. Originally a modest one-story summer house completed in 1703, it was dramatically expanded into a three-story H-shaped structure by 1709, featuring distinctive Italian Baroque architecture with a characteristic yellow facade. The palace sits atop Valby Hill with commanding views over the Baroque-designed Frederiksberg Gardens. Since 1869, it has housed the Royal Danish Military Academy, though guided tours are available on the last Saturday of each month. The basement preserves Caroline Mathilde's ornate marble bathroom, a notable historical feature.