The Roskilde Palace is a compact yellow Baroque building standing directly beside the cathedral, built in the 1730s as a royal summer residence. It now houses a wing of the Museum of Contemporary Art (Museum for Samtidskunst), which uses the handsome period rooms to show rotating exhibitions of Danish and international contemporary work.
The contrast between the eighteenth-century interior and whatever is on the walls is sometimes awkward and sometimes interesting. The permanent collection is modest, but the temporary exhibitions are usually worth checking if you happen to be in Roskilde. The palace square between the building and the cathedral is one of the more pleasant open spaces in the town.