Peter Holst Henckel was born on 21 February 1966 in Frederiksberg, Denmark. After completing upper secondary school he applied to the Schools of Visual Art of the Royal Danish Academy of Fine Arts, to which he was admitted in 1985 at the age of nineteen. After completing his Foundation Studies, he spent three years at the school of painting of Prof. Stig Brøgger, followed by two years at the graphic school of Prof. Vibeke Mencke.

In 1987, Peter Holst Henckel founded the Baghuset gallery with his fellow student Peter Rössell, where he made his debut with an exhibition of paintings, and in 1989 he established the periodical 'Åndsindustri' at the Royal Danish Academy of Fine Arts. Together with Baghuset, Åndsindustri represented an artistic, theoretical and programmatic break with the eighties, and introduced ideas, artists and forms of practice which exerted a major influence on Danish contemporary art in the nineties. Holst Henckel functioned as editor-in-chief until 1992, assisted by, amongst others, his fellow students Lars Bent Petersen and the historian Anders Michelsen.

Holst Henckel graduated from the Royal Danish Academy of Fine Arts in 1992. While still a student, he curated and exhibited at numerous exhibitions in Denmark and abroad, such as 'Luxury Culture' at Sophienholm, ‘Baghuset’ at ARoS in Aarhus, 'Germinations 7' at the Centre National d'Art Contemporain in Grenoble, and the ambitious solo exhibition 'Dr. Merkwürdigliebe' at Baghuset.

After graduating from the Academy, Peter Holst Henckel established the art organisation 'Globe'. In the 1990s, Globe introduced some entirely new curatorial projects and ideas in a Danish context, including the media and public project, 'Newsroom' (1993), the first comprehensive Danish introduction of new 1990s installation art, 'Black Box' (1994), and one of the very first interventive urban art projects in Denmark, 'Compartments' (1996).

In artistic terms, Peter Holst Henckel worked throughout the 1990s mainly with serigraphy, objects and installations. In recent years, his focus has been on photography, sculpture and installations, mainly presented in an architectural context.

Peter Holst Henckel's artistic practice is expressed in the cross-field between aesthetics, politics and poetry. Often the works balance on the narrow line between simple, lucid expression and a conceptually dense complexity of meaning. The immediate, simple expression is intended as an open invitation to the observer to interact with the work and contribute to the production of meaning. For Peter Holst Henckel, there is no contradiction between form and content, aesthetics and meaning; on the contrary, the formal and social dimensions of the work continually reflect each other, thereby creating new configurations, new meanings and new questions. The encounter with the works thereby invites the audience to reflect on the relationship between aesthetics and its historical/political context.

Since his debut in 1987, Peter Holst Henckel has held almost 20 solo exhibitions, and has participated in more than 150 group exhibitions in Denmark and abroad. In recent years he has also carried out a large number of public commissions, including projects for the Royal Theatre's new playhouse, the Danish Defence Forces, the municipalities of Copenhagen, Tåstrup, Horsens, Herning, Svendborg and Hadsund, Danmarks Nationalbank and Novo Nordisk. Peter Holst Henckel is currently working on an extensive contribution to Rambøll's new head offices in Ørestad, Copenhagen.

Peter Holst Henckel has been awarded a number of prestigious scholarships and prizes, including the Danish Arts Foundation's exhibition prize in 1997 and its three-year working scholarship in 1998, the Niels Larsen Stevn Scholarship in 2004, the Leo Estvad Scholarship in 2005, and Farveprisen (the Colour Prize) in 2007. In 2006, he was awarded the Eckersberg Medal.

In addition to his artistic practice, Peter Holst Henckel has been employed as a department head at the Jutland Academy of Fine Arts (1998-2003), and as a guest teacher at the Royal Danish Academy of Fine Arts, the Aarhus School of Architecture, the School of Architecture of the Royal Danish Academy of Fine Arts, and School of Design of the Royal Danish Academy of Fine Arts.

He has also been a member of the board of directors of Overgaden - the Institute of Contemporary Art (2001-04), as well as chairman of the Charlottenborg Foundation (Spring and Autumn Exhibitions), member of the board of the Umeå School of Architecture, Sweden (2009-11) and is currently member (2014-17) of the board of directors of KØS - Museum of art in public spaces, Denmark, member (2014-17) of the board of directors of the Copenhagen Visual Arts Foundation, member of The Royal Danish Academy of Fine Arts (2014-20) and (since 2010) art consultant for the Danish Property Agency (Bygst).