Olaf Wieghorst was born in Denmark in 1899, where he first learned the horsemanship that would be a major theme throughout his life. At the age of 19, Wieghorst immigrated to the U.S., where he joined the 5th Cavalry, patrolling the U.S.-Mexican border.
Following his service, he floated around the Southwest, working at times as a cowboy. Eventually settling in New York, Wieghorst was painting in his spare time when his western paintings caught the attention of the Grand Central Galleries, who would exhibit his works.
In 1944 Wieghorst moved to southern California, where the majority of his works were produced. His works remained very much in demand throughout his life, and he was often commissioned to paint horse portraits for wealthy clients.