J. F. Willumsen was born in Copenhagen, Denmark. He was the son of Hans Willumsen and Ane Kirstine. He was initially trained in art at the Royal Danish Academy of Fine Arts from 1881-1885 and in architecture at the Copenhagen Technical College from 1879–1882. He completed his education in 1885 with the artists P.S. Krøyer (1851-1909) and Laurits Tuxen (1853–1927). His works were exhibited in the Paris Salon, the Société Nationale des Beaux-Arts, the Société des Artistes Indépendants, the art gallery of Le Barc de Boutteville and at the Exposition Universelle (1900).