Henry Holst made his first public appearance as a soloist the same year he graduated and pursued advanced studies in Copenhagen with Emil Telmányi and in Berlin with Willy Hess from 1919 until 1921, and when he returned home, he succeeded in securing a position as a violinist in the Royal Danish Orchestra. But already not long afterwards in 1923 he presented himself as a candidate for the leader of the Berlin Philharmonic, which after the death of Artur Nikisch in the previous year now had Wilhelm Furtwängler as its chief conductor. He won the position over 14 competitors and relates himself: "That was quite something for an enthusiastic young violinist! From the last desk of the second violinists on Kgs. Nytorv to the highly responsible first desk in Bernburger Strasse, enjoying a close working relationship with such a great figure as Wilhelm Furtwängler."