[1] The organization was initiated by the painter Johan Rohde (1856–1935) and included several founding members: Jens Ferdinand Willumsen, Anne Marie Carl-Nielsen, Vilhelm Hammershøi, Johanne Cathrine Krebs, the couple Harald and Agnes Slott-Møller, Christian Mourier-Petersen and Malthe Engelsted.
The first exhibition in 1891 presented 100 works by 18 artists, including Peder Severin Krøyer, Julius Paulsen and Kristian Zahrtmann, who were among Denmark's greatest painters of the period.
In 1898, Den Frie Udstilling moved to Aborreparken where a new pavilion inspired by Egyptian and Greek temples was designed by Willumsen who added an octagonal extension in 1905.
[2] In 1915, disagreements among its members led to the establishment of Grønningen but Den Frie Udstilling has nevertheless maintained its central place in Danish art.
Since 1950, exhibitors have included such famous names as Ole Schwalbe, Richard Mortensen, Ejler Bille and Wilhelm Freddie, Willy Ørskov, Hein Heinsen and Bjørn Nørgaard.