It is believed that it is his skeleton that has been found at the church of Jelling. At the time of the reign of Gorm, the Danes believed in the Norse pantheon and it was not until Harold Bluetooth became king that the Danes converted to Christianity.
It is believed that Harold moved the skeleton of his father from the original grave into the church. Why he simply didn't build the church on top of his father's grave remains a mystery. Some historians have considered this a result of a dispute between Gorm and Harold.