A small forest and a garden surround the castle. The garden was created in the 18th century in the French style with symmetrical beds, topiary shrubs and ornamental vases.
Although the royal family has been linked to Lyngby through the last 250 years and has left its mark on the city's self-perception, the name Kongens Lyngby does not refer to the royal residents at Sorgenfri Palace. The name is much older and was first mentioned in 1348. At that time large parts of Northern Sealand belonged to the Catholic Church (represented by Roskilde Cathedral and administered from Hjortsholm), and the name Lyngby was attached to several places. Store Lyngby belonged to Arresø church. "Our" Lyngby, however, was a part of the Crown estate, that is the King's estate, and perhaps it was to distinguish the town from the other Lyngby'er that it was called Kongens Lyngby.
Much later, when the municipality of Lyngby (since 1909 Lyngby-Taarbæk) was created, the name Kongens Lyngby was used especially by conservative circles to describe the city as opposed to the municipality. From 2000, Kongens Lyngby is the official name of the city, and the zip code was changed to 2800 Kongens Lyngby.