He graduated from the Danish National School of Performing Arts in Copenhagen in 1993,[1] and had his breakthrough role in Denmark with the film Nightwatch (1994).

[3] Coster-Waldau was born in Rudkøbing, Denmark, the son of Hanne Søborg Coster, a librarian,[4] and Jørgen Oscar Fritzer Waldau (died 1998).

[16] In 2011, he starred alongside Sam Shepard in Mateo Gil's feature Blackthorn, which premiered at the Tribeca Film Festival.

[19] Coster-Waldau starred in the 2013 horror film Mama alongside Jessica Chastain, which then debuted at number one in the US box office[20] and grossed over $140 million worldwide.

[23] In 2014, he starred in Susanne Bier's Danish thriller A Second Chance as Andreas, a police officer forced to make a difficult choice.

[25] In early 2017, he starred in E.L. Katz's dark comedy Small Crimes[26] which premiered at South by Southwest film festival on 11 March 2017,[27] to positive reviews.

[28] Coster-Waldau then appeared in the Danish film 3 Things, a thriller about a prime suspect of a bank robbery who negotiates the terms of his witness protection deal.

[51][52] Their other daughter, Safina, starred as the main character Simone in the Danish Christmas TV series Theo og Den Magiske Talisman in December 2018.

[55] He published a very emotional video to thank Marcelo Bielsa, Leeds head coach in 2020, when the team was finally promoted to the Premier League again after 16 years.

[57][58][59] In 2016, he announced a Game of Thrones campaign-contest in order to support the RED foundation which aims to raise awareness and fight AIDS.

[60] "My main mission as UNDP Goodwill Ambassador will be to raise awareness and support for the Global Goals for a better future for all, which cannot be achieved without empowering women and protecting our planet," Since September 2016, he has been serving as a UNDP Goodwill Ambassador to raise awareness and support the United Nations' Sustainable Development Goals, an action to end poverty, fight inequality and stop climate change.

[61] In 2017 Coster-Waldau partnered with Google, using Street View to document the impact of global warming in Greenland, in order to increase awareness and highlight climate change.

[65] In October 2017, he travelled to the Maldives to report global warming effects, resuming his role as a United Nations Development Program Goodwill Ambassador.

[69] In 2019, he travelled to Rwanda to report the progress of the country, and to Peruvian Amazonia on occasion of the Amazon rainforest wildfires to offer insights into the effects of climate change.