He apprenticed as a carpenter and furthered his studies at Odense Technical School before attending the Royal Danish Academy of Fine Arts from 1898 to 1905 where he was a pupil of Hans Jørgen Holm for whom he also worked as an assistant.
After his graduation he worked abroad for a couple of years, and was influenced by the Mannerism and Baroque architecture which he saw in France, Spain and Italy.
Another early work was Taastrup New Church (1907) which was inspired by the architecture of northern Italy but in its details and interiors shows Jugendstil influences.
[1] In 1925, Jacobsen published a proposal for an extension to the Royal Danish Theatre which had been suffering from lack of space ever since its inauguration in 1874.
He was rewarded with the C. F. Hansen Medal the same year and when an architectural competition was held he won it with a modified entry which included two extra stories with facilities for the new National Danish Broadcasting Company.