Raised in Kjellerup, Malling trained at Skuespillerskolen at Odense Teater in 1992.

He is best known for his role as Inspector Jan Meyer in the Danish TV crime thriller Forbrydelsen.

[citation needed] In 2010 Malling played Torben Friis in another Danish series, Borgen,[1] and later had a major role in 1864, resulting in him achieving international recognition.

[2] In his spare time Malling plays tennis.

He is married to actress Petrine Agger [af; da], who played his character's wife Hanne in Forbrydelsen.