The castle was build according to the designs of Hans von Stackenschneider, commissioned by Count Alexander von Benckendorff (1781-1844), Chief of the Secret Police under Tsar Nikolaus I, and brother of the famous Princess Dorothea von Lieven.

The castle was inherited by his daughter Maria, who was married to Prince Grigory Petrovich Volkonsky. The Volkonskys stayed there until the expropriations and Agrarian Reform in 1920.

The anthem of the Russian empire "God Save the Tsar!" was first performed for Tsar Nicholas I by its composer Aleksei Lvov, at Keila-Joa.

The Keila-Joa Schloss Fall has a wonderful location near the sea, there is a beautiful park, which has been made unique by the Keila waterfall.

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