Gjellerup was the son of a vicar in Zealand and grew up in a national and romantic idealistic atmosphere. In the 1870s he broke with his background and at first he became an enthusiastic supporter of the naturalist movement and Georg Brandes, writing audacious novels about free love and atheism. Strongly influenced by his origin he gradually left the Brandes line and 1885 he broke totally with the naturalists, becoming a new romanticist. A central trace of his life was his Germanophile attitude, he felt himself strongly attracted to German culture (his wife was a German) and 1892 he finally settled in Germany, which made him unpopular in Denmark on both the right and left wing. As years passed he totally identified with the German Empire, including its war aims 1914-18.
Among the works of Gjellerup must be mentioned his most important novel Germanernes Lærling (1882, i.e. The German Student), a partly autobiographic tale of the development of a young man from being a conformist theologian to a pro-German atheist and intellectual. Some Wagnerian dramas show his growing romanticist interests. An important work is the novel Møllen (1896, i. e. The Mill), a sinister melodrama of love and jealousy.
Den fuldendtes hustru (1907, i.e. The wife of the perfect) is a versified drama, inspired by Dante's Divine Comedy, about Buddha's earthly life as Siddharta, being inhibited in his spiritual efforts by his wife, Yacodhara. The giant novel Verdensvandrerne (1910, i.e. The world roamers) takes its contemporary starting point in a German female academic on a study tour in India, but evolves across chronological levels, in which characters re-experience what has happened in former eons, thus featuring souls roaming from one incarnation to another.
Rudolph Stens Landpraksis (1913, i.e. The country practice of [physician] Rudolph Sten) is set in the rural Zealand of Gjellerup's youth. The main character develops from a liberal, superficial outlook on life, including youthful romantical conflicts, through years of reflection and asketic devotion to duty towards a more mature standpoint, hinting at the author's own course of life.
Das heiligste Tier (1919, i.e. The holiest animal) was Gjellerup's last work. Having elements of self-parody, it is regarded his only attempt of humour. It is a peculiar mythological satire in which animals arrive at their own Elysium after death. These include the snake that killed Cleopatra, Odysseus' dog Argos, Wisvamitra (the holy cow of India), the donkey of Jesus and the horses of various historical commanders in field. The assembly select, after discussion, Buddha's horse Kantaka as the holiest of animals, but it has left without a trace to follow its master to nirvana.
Today Gjellerup is almost forgotten in Denmark. In spite of this, however, littery historians normally regard him as an honest seeker after truth.
Gjellerup's works have been translated into several languages, including German (often translated by himself), Swedish, English, Dutch, Polish and others. The Pilgrim Kamanita is his most widely translated book, having been published in several European countries, the United States, as well as in Thailand where excerpts of it have been used in secondary school textbooks.