Johan Frederik Thaulow was born in Christiania, the son of the wealthy chemist, Harald Conrad Thaulow (1815–1881) and Nicoline ("Nina") Louise Munch (1821–1894). Thaulow was educated at the Academy of Art in Copenhagen in 1870–72, and from 1873–75 he studied with Hans Gude at the Baden School of Art in Karlsruhe.
Thaulow was one of the earliest artists to paint in Skagen in the north of Jutland, soon to become famous for its Skagen Painters. He arrived there in 1879 with his friend Christian Krohg who persuaded him to spend the summer and autumn there. They arrived from Norway in Thaulows little boat. Thaulow, who had specialized in marine painting turned to Skagens favourite subjects, the fishermen and the boats on the shore.