Krog began singing jazz as a teenager and attracted attention while performing in jam sessions in Oslo.

[1][2] In 1962, she started her first band, and that same year she became a student of the Norwegian-American singer Anne Brown.

In the 1960s, she performed with the rhythm and blues band Public Enemies, releasing the hit singles "Sunny" and "Watermelon Man".

[1][2][3] She has worked with Vigleik Storaas, Jacob Young, Terje Rypdal, Arild Andersen, Jan Garbarek, Dexter Gordon, Kenny Drew, Don Ellis, Steve Kuhn, Archie Shepp, Paul Bley, John Surman, Niels-Henning Ørsted Pedersen, Red Mitchell, and Bengt Hallberg.

[2] Krog is the great granddaughter of Anders Heyerdahl (1832–1918), a Norwegian composer, musician, genealogist, folklorist and local historian.