Sorø was founded by Asser Rig, the son of Skjalm Hvide, Zealand's most powerful noble in 1142. Asser established a Benedictine House just a few years prior to his death in 1151. He then lived as a monk for the last years of his life. It was common practice for wealthy and powerful individuals and families to found a religious house for several reasons: expiation of a sinful life, commemorative masses for family members, help for the poor, or out of religious zeal or devotion. Asser Rig's son, Absalon, became the powerful warrior bishop of Zealand and advisor to several Danish kings. In a move to reform Sorø, Bishop Absalon replaced the Benedictine monks with Cistercian monks from Esrum Abbey in 1161. One of Absalon's friends Peder Strang endowed the abbey with enough land to make it financially solvent from that time on. The Cistercians went to work on building the abbey church and monastery using a new building material, large, red bricks. The technology and style had been imported from northern Germany. From that time forward Sorø acquired property all over Denmark with an income larger than that of the royal family. The abbey church became the burial place of the noble Hvide family. Absalon was buried behind the main altar. Three Danish kings are buried there: Christopher II, Valdemar IV Atterdag, and Oluf II. Margaret I was buried there and later moved to Roskilde Cathedral. The church remains an excellent example of early brick Gothic architecture. Saxo Grammaticus wrote one of Denmark's most important historical sourcesGesta Danorum at Sorø Abbey. Saxo the Tall, as he was called at Sorø, wrote a sixteen volume chronicle of Danish history for Bishop Absalon. Only later was he called "Grammaticus" as a result of his excellently written Latin. Saxo's work was completed before 1208. In 1247 much of the abbey burned down and remained in ruins for about ten years. A gift from Widow Ingeborg Strangessen allowed the rebuilding of the abbey with arched vaults.
After Denmark officially became Lutheran in 1536, the abbey–a property of the Catholic Church–was confiscated by the Crown. After a stint as an institution for Protestant monks, the abbey was transformed into the Sorø Academy, an educational institution that has served a variety of forms, including a boarding school for noble and commoner boys during Frederick II, then turned into a knight academy by Christian IV, and became a venue for higher learning for a period during the Danish Golden Age. Since 1623, the Sorø Academy has existed as a boarding school and gymnasium on the former abbey complex.