She studied music with C. F. E. Horneman in Copenhagen and later with Louise Aglaé Massart (1827-1887) in Paris.
She studied organ with Ludvig Birkedal-Barfod and composition with Orla Rosenhoff, and began composing at the age of 30.
[2] Sehested's mother died in 1894, and she moved to Copenhagen to live with her sister Thyra.
Shocked by his death, Sehested took a job as a nurse for a while and then as a church organist, and eventually returned to composing.
[3][4] Sehested wrote a number of songs, compositions for instruments and orchestra and one opera.