Steen-Andersen studied composition with Karl Aage Rasmussen, Mathias Spahlinger, Gabriel Valverde, and Bent Sørensen in Aarhus, Freiburg, Buenos Aires and Copenhagen between 1998 and 2006.
Well known for his original and uncompromising compositions, which often exist in a grey area between artforms, he has achieved international recognition.
Other works of particular note include On And Off And To And Fro (2008), for soprano saxophone, vibraphone, double bass, and 3 players with megaphones; Piano Concerto (2014), for piano, sampler, orchestra and video; and TRIO (2019) for orchestra, choir, bigband and video.
After being a featured composer at the Ultra Schall Festival für neue Musik in 2011, Dacapo Records released portrait-CD of his compositions performed by the Norwegian ensemble asamisimasa.
In a 2017 Classic Voice poll of the greatest works of art music since 2000, the number of total votes received by Steen-Andersen's pieces was the second highest (35), surpassed only by the compositions of Georg Friedrich Haas (49).