Såheim has worked for the theatres Den Nationale Scene, Rogaland Teater and Nationaltheatret.
Among his characters is the title role in Woyzeck, and the protagonist "Raskolnikov" in Crime and Punishment.
[1] In 2013 he received the Amanda Award for "Best Actor in a Supporting Role" in the film Victoria.
[2] In 2012 he began playing the role of Jan Johanson in the television series Lilyhammer, with Sopranos actor Steven Van Zandt.
In 2022 he appeared in the Norwegian monster film Troll as Minister of Defence Frederick Markussen.