He traveled widely, painting seascapes, coastal and harbour scenes as well as some landscapes in Europe, the Caribbean, Venezuela, North America and Asia.

He trained as a painter under his older brother, Anton Melbye and, in 1849, set off for the Danish West Indies, settling on Saint Thomas.

Melbye stayed until 1856 and then briefly returned to Europe, living some time in Paris, before traveling to North America where he set up a studio in New York City.

Fritz Melbye initially painted seascapes in the family tradition his brother had taught him, but he increasingly turned to landscapes, coastal and town views.

In Peking he was commissioned to paint the Imperial Summer Palace and during his years in America he exhibited at the Pennsylvania Academy of Fine Art.