Olsen was educated at the Royal Art Academy in 1899 and a pupil of F. Vermehren, Otto Bache and Frants Henningsen. Olsen primarily worked on landscapes but is also known for his portraits and interiors. Olsen worked all around Denmark and later travelled to Italy, France, Holland, and Germany where he did a long series of cityscapes and landscapes. Olsen is known to use bright colours and had a great talent for quickly to capture the scene. Olsen was a popular artist during his lifetime and was exhibited at Charlottenborg for over 40 years.
The Artists Fall exhibition: 1904-1911
Artists of Dyrehaven: 1940-1950
Union of National Art: 1944-1946