Holsøe was a skilled Danish interior painter, born in the town of Aarhus. Having educated as a painter, he entered the Kongelige Danske Kunstakademi in Copenhagen in 1882, and in 1884 the Kunstnernes Studieskole under the well-known Danish painter Peder Severin Krøyer. His fellow students at the academy and at the Kunstnernes Studieskole consisted of Peter Ilsted and Vilhelm Hammershøi, with whom he was to form the elite of Danish indoor painters.