Whether you're on a religious quest or you just need to enjoy a moment of contemplation while traveling, Osterlars Rundkirke is a lovely landmark to explore.
You'll be spoiled for sightseeing choice when staying in Gudhjem. Osterlars Rundkirke is a good place to start here, but there are many other worthy sights to discover. Almindingen Forest, Bornholms Art Museum, and Bornholms Medieval Centre are close to the house of prayer and and will cap off your day nicely.