Following a disagreement with others in the Tivoli Gardens management, Carstensen travelled to the Danish West Indies and joined the army there.

After returning to Denmark in 1855, he attempted to construct an establishment to rival Tivoli Gardens; the Alhambra in Frederiksberg.

It was built in a "moorish style" and boasted 2,000 seats with balconies in the big concert hall.

The Alhambra was very popular the first years, but during the winter-times there were almost no activities, since it was impossible to keep this huge hall heated.

Also, the lack of proper lighting in the huge surrounding park-area brought along several night-time accidents in the unfinished park.