"I always played a lot of Grieg from my childhood," he has said. "I always loved Grieg and I don't know if it's only because I'm Norwegian."

He entered Bergen Conservatory in 1986 and studied with Jirí Hlinka, a well-known Czech piano professor. Andsnes made his U.S. debut in 1989, appearing in New York and Washington, then traveling to Canada. In the same year he appeared with great acclaim at the Edinburgh Festival where he played with the Oslo Philharmonic Orchestra under the direction of Mariss Jansons.

Since then he has undertaken frequent touring. He debuted with the Berlin Philharmonic in 1992, and in the same year he made his first appearance at the BBC's Henry Wood Proms in London, playing Britten's piano concerto. He has returned to the Proms, playing in Beethoven's second piano concerto and Rachmaninov's Concerto No. 3.

His first trip to Japan came in 1993, where he played in Tokyo with the Bergen Philharmonic, and he gave his first concerts in Australia in 1994. Among the other orchestras with which he has collaborated are the Danish Radio Symphony Orchestra, the London Symphony Orchestra, and the Leipzig Gewandhaus Orchestra. He joined the Danish Radio Orchestra, the Oslo Philharmonic, the Boston Symphony, the Cleveland Orchestra, and the Detroit Symphony Orchestra on major tours.

Andsnes also performs frequently as a solo recitalist, accompanist, and chamber music participant. He tours as part of a piano trio with the violinist and cellist brother-and-sister team of Christian and Tanja Tetzlaff.

He is an exclusive recording artist with the EMI Classics label, on which he has presented a repertory with an unusual mix of well-known and lesser-known music. "I had a teacher who was always very conscious that one should play things that people don't normally hear as well and I find often that pianists are very conventional in their repertoire thinking. I like to explore new things that are not often done," Andsnes says. Alongside Rachmaninov's third concerto and works of Brahms and Schumann, he has made discs of piano music of Grieg, Janácek, and Nielsen, as well as a recital disc of Norwegian piano music.

Andsnes is a winner of the Hindemith Prize (1987), the Norwegian Music Critics Prize (1988), the Grieg Prize (1990), the Dorothy B. Chandler Performing Arts Award (1992), the Gilmore Prize (1997), the Choc de la Monde de la Musique (a coveted French magazine award) (1998), and, in the year 2000, a Royal Philharmonic Society award for best instrumentalist. His recording activities have won two German Record Critics' awards. In 2012, Andsnes signed with Sony Classical and began a project to record live performances of the five Beethoven concertos with the Mahler Chamber Orchestra.