Dalager was born in Copenhagen, Denmark, in the post-war period of the 1950s, a time of painful remembrances of the Second World War, continued economic restrictions, and a growing optimism about the future.
Dalager describes his radically changing family structure as he and his two younger brothers moved with their parents to the provincial town of Herning in Jutland, near to where his father had been raised.
With his then fiancée, Anne Marie Mai, he wrote several books on literature, including a two-volume study of Danish women writers from the Middle Ages to contemporary times, Danske kvindelige forfattere 1-2.
[citation needed] Three of his latest prose-works were the novels Journey in Blue (about H.C. Andersen) published in 2004 (English 2006), The Labyrinth in 2006 and Land of shadows (about 9/11 in New York) in 2007.
Dalager's 2017 novel Kvinde i et århundrede ("Woman in a Century") about the Elisabeth of the Palatinate, and his 2020 Kaos og verden ("Chaos and the World") about Trump's America and AI are his most recent to have been published.