He spent the entirety of his career in Denmark, playing for Lyngby Boldklub, FC Nordsjælland, AC Horsens and SønderjyskE.
He played 29 Superliga games for Farum,[2] which got renamed to FC Nordsjælland in 2003, before moving to 1st Division team AC Horsens in 2004.
On July 18, 2007, Lodberg scored his first goal for AC Horsens in more than a year with a game-winning header against AGF in the 2007-08 Superliga season opener.
He wanted to focus solely on his coaching duties, as he had been offered a job as an assistant manager at Horsens, which he accepted.
[6][7] In January 2017, it was confirmed that Lodberg would return to his former club SønderjyskE from the 2017–18 season, this time as an assistant manager to Claus Nørgaard.