He was said to have been the husband of Gunhilde, the sister of Sweyn Forkbeard, and to have been killed along with her in the St Brice's Day massacre in 1002.
In 1002 Æthelred ordered the slaughter of all Danes in England in the St Brice's Day massacre, although the number of deaths was limited.
The massacre was portrayed in later medieval sources as revenge for Pallig's treachery, and this view is accepted by some historians.
According to William of Malmesbury, Sweyn's principal motive in 1013 was to avenge the death of his sister Gunhilde, who had been murdered together with her husband Pallig and son, together with "the other Danes", on the order of Eadric Streona.
She questions whether the murder took place and whether Gunnhild existed, as William is the sole source for her marriage to Pallig and her relationship to Sweyn.