For the 2005–06 season, he was touted to get his breakthrough by the media, who viewed him as a coming star player for Brøndby.
Due to injuries, Lorentzen only played 19 games and scored six goals in the 2005–06 season, and he also missed out on the 2006 European Under-21 Championship in May 2006.
He scored on in both legs of Randers FC's UEFA European League qualification round against the Irish team of Linfield.
Kasper Lorentzen is left-footed and has a superb technique and is generally considered to be the player in the Danish League with the best ball control and one of the greatest talents overall, but a lack of speed and explosivity in his game and a recent suffering of several semi-serious injuries kept him outside of the starting eleven at Brøndby.
On 3 February 2015, Lorentzen announced that he would retire from professional football due to injuries, which had annoyed him throughout his career.