Frederiksø is the second largest of a cluster of granite islands, known as Ertholmene. Frederiksø is connected to its larger sister island of Christiansø by a footbridge. There are no cars, modern buildings or domestic animals on Frederiksø and the entire island is a reserve.
The Lille Tårn (Little Tower) in Frederiksø was built in 1685. It houses the local history museum, which has exhibitions of fishing supplies, tools, iron artifacts, cannons, old furnishings and examples of local flora and fauna. The perimeter of the island is surrounded with fortified stone walls and batteries of cannons.
Frederiksø has boat connections with Bornholm. The island is 160 km east of København (Copenhagen).