Frydenlund (Castle) is a former royal estate in Vedbæk Sogn built in 1669 and expanded in 1722-1723 with a characteristic octagonal central building designed by architect J.C. Krieger. Carl Christian Erdmann of Württemberg-Oels lived from 1740 to 1760 at the castle with his wife.
Frydenlund was given a wedding gift to Caroline Mathilde when she married Christian 7. in 1766.
The castle was restored and handed over by King Frederik V as a wedding gift to Caroline Mathilde when she married Christian 7. in 1766. 1770 a new mansion of wood was built in Lille Dyrehave at C.F. Harsdorff. Harsdorff's mansion, however, burned down in 1793, and the same year Krieger's house was restored by J.H. Rawert. A restoration followed in 1840, and the facility was restored and rebuilt by Carl Brummer and V.J. Mørk-Hansen in 1907-1908 and in 1930 at Ole Falkentorp.
The castle is reproduced in Laurids de Thurah's The Danish Vitruvius.
Among the well-known owners have been Victor Borge and Haldor Topsøe. The castle is today owned by the family Topsøe through Frydenlund Ejendomsselskab ApS.
At Struensee's time, a road was built from Frydenlund Castle to Hirschholm Castle (also called Hørsholm Castle). The road was used by Caroline Mathilde. It is today called Caroline Mathildestien. The road was closed down in 1772 after the fall of Struense.