Kolka may be the place where Danish archbishop Absalon built the first church in the Baltic region. The first mentions of it are from 1387, when it was called Domesnes, which may refer to Danish or Finnish background. The Livonian name K?olka means "corner" in English.
Situated on the cape, the Kolka lighthouse was built in 1864 by Russian Empire navy and has been renovated twice (in 1975 and 1985). There are also ruins of the old lighthouse, which was built in the 14th century