The castrum in Castiglione delle Stiviere was founded probably in the 9th century, but it is much altered and restored, especially by the Gonzaga family of Mantua in the 16th century. The castle was home to a cadet branch of the House of Gonzaga, headed by the Marquis of Castiglione. Saint Aloysius Gonzaga (1568–1591) was born there as heir to the marquisate, but became a Jesuit. He died tending plague victims in Rome and was buried there, but his head was later translated to the basilica in Castiglione which bears his name.
The first written record of church in Danmark locality date back to the year 1291. Close to the church are several stones with a Christian text and cross inscribed. The oldest parts of the present red-brick church are from the 1300s. In the late 1400s the church was enlarged to the appearance it has today. The church has been modified both internally and externally several times, among other things after the fires in 1699 and 1889. There are lot of well-preserved mural paintings in the walls.