Burgau Castle was originally surrounded by a water trench which gave the name to the village Burg in der Au ('Castle in the Meadow'). The fortification was of great strategic importance against ongoing Turkish and Hungarian invasions from the East across the nearby Lafnitz river. The castle was first mentioned in 1367 as a property of the lords of Puchheim. Then the municipality and the castle were given as a feoff to the house of Neitberg before being handed over to Weikhard von Polheim. Thanks to newly built fortifications commanded by Erhard von Polheim, the invading Turks could be defied in the years 1529 and 1532. In the end, the indebted property of Burgau was given to Mathias von Trauttmannsdorff, who oppressed the local population with high socage fees. In 1704, Eastern Styria was heavily devastated by attacking Kuruz, Hungarians rebelling against the Habsburgs. The mayor saved the village by offering weapons and money to the invaders.
Today the renovated Burgau Castle houses the mayor's office, apartments and a café. The festive hall and the arcaded courtyard are used for indoor and outdoor cultural events and annual exhibitions for Christmas and Easter.
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.