The history of the chapel began in 1815. The reigning monarch, Louis XVIII, decided to build the Chapel of Penance at his own expense dedicated to his brother Louis XVI and wife, Marie Antoinette.

Construction began on the site of the former Madeleine cemetery, where Marie-Antoinette and Louis XVI were originally buried. Their remains were later moved to the burial place of the French monarchs in the Abbey of Saint-Denis in 1815. 

The construction of the memorial began in the same year and was not finished until 1826. 

The Penitential Chapel was built in the neo-classical style. The empty arcades leading into the building give an impression of sadness with their slow rhythm. Inside the church - where the remains once stood - there is now a black and white marble altar and in the side gallery, there is a statue of Louis XVI. Behind the executed king's back, the figure of an angel can be seen. He is pointing upwards - towards heaven.