Uldahl was born in Assens on the island of Funen as the illegitimate child of maid.Birthe Jørgensdatter.

[1] After three and a half years in Saint Petersburg, Uldahl continued to Vienna by way of Prague.

In Vienna, he started out by working for piano maker Joseph Wachtl for three and a half years.

He was offered to take over the factory and was also proposed to settle in London or Riga but eventually decided to return to Denmark.

[2] In January 1810, he was awarded a 5000 rigsdaler loan from the Foundation ad usus publicos for the establishment of a piano factory.

The development was both a result of the difficult economic times that followed the Danish state bankruptcy in 1813 and increased competition from other manufacturers.