The church was named after king Oscar II of Sweden. Oscar II himself laid the foundation stone 1897. Construction work was delayed several times because of problems with the foundation and non-deliveries as well as labour strikes. This led to the church not being consecrated until 1903. The church was originally meant to be partly clad in brick. This was changed to a uniformly white façade, clad in limestone and marble. Construction was criticised from the start for its Gothic Revival. 