Odense had been established as the seat of the Bishop of Odense (Othinia) before 988 under the supervision of the Bishop of Schleswig, itself a suffragan of the Archbishops of Hamburg-Bremen.

The diocese included the southern Baltic islands of Denmark.

The earliest bishops' names have not been recorded.

Odense had passed to the jurisdiction of Roskilde in 1072 for a short period of time before falling to the Archdiocese of Lund.

The earliest known church on the present location is a travertine church that is reported under construction by Aelnoth of Canterbury, a Benedictine monk at the nearby St. Alban's Priory in 1095.

The foundations of the travertine church can still be seen in the crypt of the present building.

The church is built in Romanesque style with semi-circular arches supporting a flat timber ceiling.

The travertine church is constructed specifically to house the earthly remains of King Canute, murdered in the church of St. Alban's Priory in 1086.