Nexø Church is the medieval parish church of the town, built from the distinctive Bornholm granite that gives the island's older buildings their sturdy, grey character. The church dates to the 13th century, with later additions and modifications — the tower is the most prominent feature when approaching the town from the south.
The interior is relatively plain by Danish standards but well maintained, with some interesting epitaphs and memorial plaques from the town's fishing families. Unlike much of central Nexø, the church survived the 1945 Soviet bombing largely intact. It remains an active parish church and is usually open to visitors during the day.