In July 1834, the church was consecrated in the name of the Holy Glorious Grand Prince Alexander Nevsky. Built in the medieval Gothic style, it was named the Gothic Chapel (one meaning of the word "chapel" is a small house church for a family's prayer). The project was commissioned to the outstanding German architect K. F. Schinkel. Initially, A. Menelaws led the construction, and the work was completed by I. I. Charlemagne.

The chapel, reminiscent of a miniature medieval Gothic cathedral, serves as an impressive romantic decoration of the park. The northern, western, and southern facades of the church are designed alike. In the middle are pointed portals, above which are round rose windows with stained glass. The eastern facade features a triangular projection – the apse. Above its side walls are bell towers – crossbeams with three bells on each side. Eight towers are topped with gilded Orthodox crosses. The building is richly decorated with intricate cast iron ornaments and sculptures. Forty-three statues, made of wrought copper based on models by the sculptor W. I. Demut-Malinowski, depict angels, holy apostles, evangelists, and the Mother of God with the child.

Massive oak doors lead directly into the church space. Inside, as outside, the church is designed in the neo-Gothic style: pointed arches, soaring vaults, round windows with stained glass. But in its arrangement, it is an Orthodox temple. On the eastern side is the altar, separated from the church space by an iconostasis. All icons were created by the court painter Timofei Neff.

Since its consecration, the Gothic Chapel has served as the house church for four generations of Russian emperors – Nicholas I, Alexander II, Alexander III, and Nicholas II. Regular services took place in the summer. The imperial family's visit to the Gothic Chapel was referred to as the "Small Exit." On days of special celebrations, "Great Exits" took place in the Church of the Holy Apostles Peter and Paul in the Grand Peterhof Palace.

During World War II, the building survived, with the cast iron on the facades and a large part of the sculptures remaining intact; however, the furnishings were heavily damaged, and the iconostasis and stained glass windows were restored only in the late 1990s.

In autumn 2006, after the restoration was completed, the Gothic Chapel was consecrated again.