Sonja Henie began ice skating in Oslo's Skate Club at the age of six, where she showed early promise. Her ambitious father encouraged her talent and took her out of school in the fourth grade so that she could focus entirely on figure skating.

In 1924, at the young age of twelve, Henie won the first of her five consecutive Norwegian Championships. Two years later, she won second place in the World Championships in Stockholm. During the years spanning 1927-1936, she was awarded three Olympic gold medals, six European Championships and ten straight World Championships.

In 1936, Henie signed a tour contract with the American manager Arthur M. Wirtz. In the early fall of that year, Henie and her family traveled to the United States where she gave a series of figure skating performances on the ice. Her family thereafter moved to Hollywood, where following tough negotiations with director Darryl Zanuck, Sonja Henie signed a 5 year contract with the film company 20th Century Fox.

According to her contract, Henie would star in one film each year, and was permitted to produce her own ice show when not working with the film studio. Sonja Henie's first film, One In A Million (1936) was a formidable success. By 1940, she was one of Hollywood's best paid actors, on par with Clark Gable and the childhood star Shirley Temple.

For each major film role, Henie was paid $125,000 dollars—the equivalent of about $ 4 million today. Together with her revenues from films and ice shows, she was one of the wealthiest women in America. She was known for her glamorous lifestyle and appearance; she frequently appeared wearing gold, diamonds, pearls and magnificent furs. In the years between 1936 to 1948, she starred in nine films.

In parallel with her Hollywood career, Sonja Henie achieved success at her lavish ice shows held in famous venues. During the 1940s, she began focusing full time on ice shows and won increasing acclaim in the USA and in Europe. In 1953, Sonja Henie visited her home country, where among other activities; she put on her own ice shows at the Jordal Amphitheater. Her performances were a triumph, both artistically and financially. 360,000 people throughout all of Norway attended her series of 33 shows.

In 1955, Sonja Henie met the shipping magnate and art collector Niels Onstad. They were married the following year, and in the coming years, began to focus on developing their art collection together. In the meanwhile, Henie retired from her career as figure skater and big screen actress.

Sonja Henie died of leukemia one year after the inauguration of the Henie Onstad Kunstsenter. She was 57 years old. She donated all of her awards and private documentation archive with accompanying photographs and films to HOK. This extensive, premium collection, which consists of nearly 600 individual items, has been provided its own exhibition room at HOK.