He came to Paris with good recommendations and came into the leading French art circles where he caught the attention and interest of Count Philippe de Caylus, renowned artist François Boucher, and fellow Swede Alexander Roslin (1718–1798).

Arbien helped Mandelburg secure financial support by contacting Pilo in Copenhagen, who then interested the Danish Legation secretary to the French Court in Paris Justitsråd Joachim Wasserschlebe, foreign minister Count Johan Hartvig Ernst Bernstorff and Adam Gottlob Moltke, and finally through them King Frederick V of Denmark.

After his three-year studies in Paris he went on to Rome, where from late 1755 he came into the antique art enthusiast circle around Danish Johannes Wiedewelt, Italian Pompeo Batoni and German Anton Raphael Mengs.

They traveled over Caprarola, Siena, Florence, Pisa, Carrara, Lucca, Bologna, Padua, Venice, and Trieste where they studied the local art collections and churches, and on through the Tyrol and Germany.

He was so busy that he had to use extra help from competent students at the Academy such as Nikolaj Abraham Abildgaard, with whom he would again work together on decorations to the Knights' Room at Christiansborg Palace.