His second European Tour win came at the 2008 Volvo Masters at Valderrama Golf Club in Andalucia, Spain, where he won by 2 strokes over Martin Kaymer and Anthony Wall.

In May 2015, Kjeldsen ended a six-year drought and won his fourth European Tour title at the Dubai Duty Free Irish Open.

On a very windy final day, Kjeldsen held a two stroke lead but shot a 76 five over par round to fall into a three-man playoff with Eddie Pepperell and Bernd Wiesberger.

Kjeldsen represented Denmark in the Eisenhower Trophy in 1994 and at the World Cup in 1998, 1999, 2003, 2004, 2009, and 2016, winning the 2016 event alongside Thorbjørn Olesen.

QF, R16, R32, R64 = Round in which player lost in match play "T" = tied Note that the HSBC Champions did not become a WGC event until 2009.