The small ruin that can be seen today next to Gudhjem Church is the remains of Sct. Anna Chapel, the last of the original seven coastal chapels. In 1893, the new church was completed and the fate of the chapel remained unknown. However, there were wishes to use the site for 30 new burials.

But not everyone wanted the chapel to go, they had even applied to the ministry for a preservation order but were refused, however, about 1 m of wall should remain. When the opponents of the demolition wanted to submit the case to the National Museum, they hurried to blow up the chapel with dynamite before a preservation might come into question. The ruin was protected in 1911.

There is some doubt as to when the chapel was actually built, but it is estimated to be around the 12th-13th centuries. The chapel is built as a Gothic longhouse with a late medieval porch, however, an excavation in 1957 shows that the building was originally built as a Romanesque chapel and changed to a Gothic longhouse in the Middle Ages. The building measured 17.5 x 6.5 m and had a height of about 3.7 m. After the Reformation in 1536, a porch was added to the north side of the building. During a main renovation in 1776, the entire nave was raised by 1 m, using mainly sandstone.

The masonry was solidly built as a box wall of rough granite with a filling of shingle and rubble of monks’ stone. Bricks were used for the openings around the door and windows. The roof originally consisted of monk and nun tiles, which were replaced during the main renovation in 1776. The chapel was given a new roof with a brick gable to the west and a half-arch to the east. A decorative spire was placed above the west gable and a bell tower was placed on the west gable, which was replaced in 1870 by a new one, designed as a peephole and placed behind the spire.

The interior of the church was decorated with frescoes from around the 13th-15th centuries. The altar table is partly preserved, it is walled up to the east gable with poorly masonry shell of monks stones. The altarpiece, late Gothic, from around 1475 – 1500, has since the demolition been deposited at Bornholm Museum. It is a 3-winged cabinet board with relief carved figures. The centrepiece contains a relief depicting Mary’s deathbed. In the side wings are saints, there were eight, but one has disappeared.

In 1940 a stone memorial tablet was erected on the west-facing chapel gable by the Bornholm Marine Association. The memorial plaque was erected on the 100th anniversary of the 11 Finnish sailors who were shipwrecked with their ships “Dyggan” and “Alexander” at Gudhjem on. 22 May 1840.