Born in Snejbjerg [da], Herning, Vandborg was national U/23 champion in individual time trial in 2002 and 2003 and in 2004 he signed his first professional contract with Team CSC, with a length of two years.

He won stage 4 of Tour de Georgia in 2005, his first professional victory, but the rest of his season was ruined due to a case of mononucleosis.

In 2006, Vandborg became a national champion by capturing the Danish Individual Time Trial Championship; he later finished fourth at the World Time Trial Championship.

In 2009 he rode alongside Ivan Basso and Daniele Bennati at Liquigas.

[3] Vandborg retired at the end of the 2013 season, after ten years as a professional.