Having educated as a painter, he got in the Kongelige Danske Kunstakademi in Copenhagen in 1882, and in 1884 the Kunstnernes Studieskole under the popular Danish painter Peder Severin Krøyer. His fellow trainees at the academy and at the Kunstnernes Studieskole included Peter Ilsted and Vilhelm Hammershøi, with whom he was to develop the elite of Danish indoor painters. Holsøe captured the quiet elegance of domestic areas with a charming interplay of light and shadow.