With the loss of the abbey's archives around the time of the Reformation the exact date of foundation of the Abbey of Our Lady is unknown. One source suggests that the nuns were already in Aalborg in 1116. Another source says that the community was established by Eskil, Bishop of Børglum, in 1125. Aalborg was the area's largest town and the abbey was built on property donated by the diocese. Nor is it clear whether the early nuns were in fact Benedictines. The church and convent buildings underwent a significant expansion in the late 1400s and were reconstructed in late Brick Gothic style.