Proceeding east from the Baptistery is the chapel honoring Saint Ansgar. This 9th-century French-born missionary was bishop of Hamburg-Bremen whose tours took him to Scandinavia where he became known as the "Apostle of the North". This chapel is dedicated to the Scandinavian people who immigrated to the States looking to begin a new life. The chapel was designed by Henry Vaughan (1845 – 1917), architect of the Washington National Cathedral, who is recognized as bringing the English Gothic style to this country. The chapel was dedicated in 1918.
The Tennessee marble altar and reredos are carved with the central figures of Christ holding the orb of sovereignty, and a scene of Christ's baptism by his cousin, John the Baptist. Flanking are the figures of Saint Ansgar, Saint Olaf, Hugo Grotius, and Martin Luther. Beneath on the front of the altar centered in relief is the Madonna of the Chair, flanked by the Archangels Michael, holding a sword and Gabriel holding a Lilly of the Annunciation.
Towards the top of the east wall are the statues of Saint Erik IX, and Canute the Great. On the north wall above the columbarium is a niche with Saint Eskill, bishop and martyr, holding three stones is his right hand, the instrument of his martyrdom.
The dark stained glass windows were designed by Charles Eamer Kemp. Kemp was a well-known Victorian stained glass designer. He studied for the priesthood at Pembroke College, Oxford, but it became clear that his severe stammer would be an impediment to preaching. He decided that "if I was not permitted to minister in the Sanctuary I would use my talents to adorn it", and went to study architecture with the firm of George Frederick Bodley, where he learned the art of decorating church walls and ceilings.
The left window (top, L. to R.) shows scenes from the Old Testament: Adam & Eve, angels foretelling of Isaac's birth to Abraham; St. Michael fighting a dragon; Abraham preparing to sacrifice his son Isaac; Jacob's dream of the ladder. The lower portion are New Testament figures: Angel Gabriel foretelling the birth of John the Baptist to Zacharias ("Fear not Zacharias"); the Annunciation of the Virgin; Archangel Gabriel with lilies of the Annunciation ("Ave Maria gratia plena"); angels visiting the shepherds; the Angel Gabriel foretelling the birth of Jesus to Joseph. The right window primarily feature Saints Peter and Paul as seen in the Acts of the Apostles: St. Peter preaching; St. Peter healing a lame man; St Peter holding the keys to the gates of heaven ("Unto you which believe his is precious"); the martyrdom of Saint Stephen by stoning; St Philip Baptizing the Eunuch; St. Peter raising Tabitha ("Tabitha arise"); the conversion of St. Paul's jailer ("What must I do to be saved? Believe on the Lord Jesus Christ"); St. Paul with a sword; St. Paul laying hands of Timothy; Saints Titus and Paul before Festus.
The Aeolian-Skinner organ has been removed by curator Douglas Hunt to prevent damage from the leaking roof (which causes the discoloration on the Indiana limestone walls).
Upon exiting the chapel, above the ambulatory door are two statues of Saint Ansgar and John the Baptist.