Born in Copenhagen, Krohn-Dehli began playing football at Rosenhøj BK in Denmark. After that he played for Danish clubs Hvidovre IF and Brøndby IF.
In 2002, Krohn-Dehli joined Ajax from Brøndby. He excelled as a youth team player for Ajax under Danny Blind. In 2004, however, he was allowed to leave Ajax by manager Ronald Koeman and he joined RKC Waalwijk on a free transfer. There he made his professional debut on 15 August 2004 in a goalless draw against Groningen.
Two years later, Krohn-Dehli was re-signed by Ajax on a free transfer until 2009. The midfielder made his debut for Ajax on 17 September 2006 in a 2–0 league win against Roda JC Kerkrade. After the winter break with only three appearances for Ajax he was sent on loan to Sparta Rotterdam on 31 January 2007 for the remainder of the season. Five days later he made his first out of 12 appearances for Sparta against Roda JC Kerkrade. After his spell at Sparta and the summer break he returned to Ajax for the 2007–08 season.
Ajax announced on 29 August 2008 that they would transfer Krohn-Dehli to Danish club Brøndby IF. He made his debut two days later on 31 August against FC Copenhagen.
On 21 August 2012, it was announced that Krohn-Dehli would be joining Celta de Vigo after completing a medical. His performances in 2014 led to interest from Newcastle United.
On 1 June 2015, Krohn-Dehli officially signed a two-year contract with fellow La Liga team Sevilla.
On 28 April 2016, he dislocated his left kneecap shortly after being subbed on in the first UEFA Europa League semi-final at Arena Lviv against Shakhtar Donetsk, much to the dismay of both teammates and opponents. He had knee surgery performed the following day at Clínica Sagrado Corazón de Sevilla after having flown back home with the rest of the squad. Later that day, following the surgery, Sevilla FC released a statement on the club's website, revealing that he would miss seven to eight months of action, depending on his rehabilitation. Almost six months later to the day, on 27 October, Sevilla released footage of a recovering Krohn-Dehli running on one of the club's training grounds. One month later, Krohn-Dehli was back on the training pitch with the rest of the squad.
Krohn-Dehli made his debut for the Denmark national football team in an Euro 2008 qualification match against Liechtenstein on 11 October 2006.
Krohn-Dehli scored the only goal in Denmark's 1–0 victory over the Netherlands in UEFA Euro 2012. After that match, Krohn-Dehli said he was satisfied with scoring and told reporters after the game, "It's a little bit special for me as I played for eight years in Holland and have a Dutch girlfriend, so I think the whole family was cheering in Holland. I found space to move in, and I'm very happy I was able to score one against the Dutch. It's now not so necessary to win the rest [of the group games] in order to advance to the knockout stage.". He also scored the lone goal for Denmark in the final group stage game against Germany, a 1–2 loss.As of match played 28 April 2016
NotesScores and results list Denmark's goal tally first.
UEFA Europa League: 2015–16