As a young man, Malmros wanted to be a furniture designer and applied for admission to architecture school in Copenhagen, but was not accepted.
In 1968, using his own money and his friends as actors, Malmros wrote and directed his first film: A Strange Romance (En mærkelig kærlighed).
The film about the problems and philosophical discussions of some youths in Århus received a premiere at a Copenhagen theater but passed with little notice.
In 1969, Malmros sought financial support from the Danish Film Fund, first for script development of Lars-Ole, 5c, and again later for production.
Malmros filmed on location at the Finsensgades Skole in Århus where he once attended, and he reduced costs by using children from the school as actors and extras.
The positive results and financial success of his Lars-Ole, 5c permitted Malmros to pursue his first professional film: Boys (Drenge).
Once again, Malmros used his own childhood experiences to relate his story, this time about an Århus schoolboy's sexual development told in three phases from child to teenager to young man.
Shooting on location at the Århus Katedralskole where he went to school, Malmros took two years to film the action, so the cast members reflected the real life physical and emotional development of their characters.
Departing from Malmros' usual sentimental view of childhood, the film tells a beautiful but bitter story about a young college student whose small setbacks in school and relationships lead her toward an inexorable descent into suicidal depression.
For his 2002 film, Facing the Truth (At kende sandheden), Malmros returned to his personal experience with semi-biographical tale about his father who was a pioneer in brain surgery.
Shot in black-and-white documentary style, the film relates the hardships of a young neurosurgeon struggling through a medical lawsuit.
[11] In 2013, Malmros wrote and directed Sorrow and Joy (Danish: Sorg og glæde) about the tragic events in which his wife killed their 9-month-old daughter.
[12] In 1984, while on a home visit from Risskov Psychiatric Hospital and off her medication, Tromholt killed the couple's 9-month-old daughter with a kitchen knife.