Around 1313, Friedrich von Meysenburg had a chapel built on the site of current Trinity Church. In 1602, the Dominicans built a monastery around the church. When the Jesuits established themselves nearby and built the Athénée de Luxembourg and the Jesuit church, which is now Notre-Dame Cathedral, the Dominicans moved to the Fishmarket, and in 1628 sold the monastery and church to the Congrégation Notre-Dame des chanoinesses de Saint-Augustin. This order was founded in 1597 in the Duchy of Lotharingia by Alix Le Clerc and the abbot Pierre Fourier.
During the siege of the city by the troops of Louis XIV in 1684, the church and monastery were bombarded and destroyed, but then rebuilt. In 1737 the cornerstone of a new church was placed on the foundations of the old church. This new church, very similar to St. Paulinus' Church in Trier, was the first large Baroque building in the city. In 1745 the church was consecrated to the Holy Trinity by the suffragan bishop of Trier, Lothar Friedrich von Nalbach. It received its first altars in 1770. These are now in Saint Michael's Church, and in the churches of Baschleiden and Everlange. A large painting by Jean-Pierre Sauvage is now in the church of Hellange. These pieces of art from Trinity Church had to be brought to safety in 1795 from French Revolutionary troops.
Until this time, a crypt under the church was used as a burial site. In two rows on top of each other, as in the Roman Catacombs, 32 graves are located, in which 125 canonesses are buried. In the crypt, there are also two grave stones, of the founders of the monastery, namely Anne-Marie von Mansfeld (1585-1657) and Marguerite von Busbach (1579-1651). The crypt was only rediscovered in 1939, under Public Works Minister René Blum, while the church was being renovated.
During the time of the French Revolution, the church was used as a fodder store, a theater, and a decadal temple. After the Congress of Vienna, the Dutch King William I became Grand Duke of Luxembourg in 1815. By royal decree on 20 October 1817, the congregation church was rebuilt by the State as a garrison church for the Protestants among the Prussian garrison troops. Around this military community, a Protestant civil community emerged, composed of civil servants, soldiers, craftsmen, and guest workers.
In 1890, after the Nassau-Weilburg dynasty took over the Luxembourg throne with Grand Duke Adolphe, Trinity Church became the church of Luxembourg's ruling dynasty. The Grand Duke therefore donated three stained-glass windows in 1901 on the east wall. The altar, the sacristy, the pulpit, the monarch's box, the baptismal font and the chandelier were also donated by the Grand Duke.
The organ was built in 1877 by Stumm of Rhaunensulzbach. Donations for the organ came, amongst others, from the Grand Duke of Saxe-Weimar. The organ, renovated in 1998, has 1,350 pipes.
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Towering 52 meters above the sea, Bengtskär lighthouse is the tallest one in Scandinavia. The building started in in 1905 after the shipwreck of S/S Helsingfors and was completed in 1906. The lighthouse was designed by architect Florentin Granholm. On December a special petrol lantern, designed and built in Paris, was brought to Bengtskär and installed atop the tower.
German fleet bombarded Bengstkär in the First World War in 1914. Since the Gulf of Finland was heavily mined, it was not until 1919 that the surrounding seas were declared safe for shipping, that the light was lit again.
After the war the military value of Bengtskär increased as part of the defence system of independent Finland. In Second World War (1941) Soviet Union made a suprise attack to island. After a bloody battle, the small Finnish garrison emerged victorious. Intermittent repairs to the facility continued during the post-war period.