Chancellor Johan Friis, who also built Borreby Castle on Zealand, constructed Hesselagergård in 1538. Originally designed as a gothic manor; however, during construction a more renaissance approach with large round arches and ornamental gables was preferred. The builders were Martin Bussert and Jacob Binck.
One of the most beautiful interior decorations in Denmark can be seen in one of the halls: it consists of a mural frieze portraying deer and calves, as well as a party of elegantly-dressed women and men sitting at a perfectly set table. Hesselagergård is now a protected building.