His two collections of poems Fribytterdrømme (1920, "Freebooter Dreams") and Mirakler (1922, "Miracles") are classics of Danish expressionism, marked by revolutionary artistic enthusiasm and restlessness.
Påfuglefjeren (1922, "The Peacock Feather") which is inspired by a journey to China, is deeper and more sombre, especially the poem Henrettelsen ("The Execution") that is depicting a man's intense powers of observation just before he is beheaded, which can be considered a modernist manifesto.
Apart from its presumed autobiographical character, it probably reflects the intellectual, political and personal crises of many writers and artists between the World Wars.
Besides being a writer of fiction, Kristensen was a sharp and outstanding critic, and for thirty years he worked as a reviewer, mostly at the radical-liberal daily Politiken.
He also wrote many collections of essays and travel books − most famously En Kavaler i Spanien (1927, "A Gentleman in Spain").