Christensen friends include R.E.M. lead singer Michael Stipe, and U2 frontman Bono. Christensen was a good friend of actor Heath Ledger. She was heading to his New York apartment on the day that he died, calling Ledger, only to get his voicemail message.
Christensen has an apartment in Copenhagen and lives in Manhattan, where she drives "the only type of car I've ever had," a Morris Minor. She reported in 2007 that she would be giving up her place in Monaco.
Christensen has claimed on several occasions to be a cheese addict, admitting that: "There've been times when I've bought a whole pound of cheese and walked down the street and eaten it in one go. I think it's incredibly sensual." Christensen declares that: "Whenever my head is like a maze, I turn to the easy things in life, the things that mean the most to me: Sex and cheese. These things are connected. Truth be told, I love all cheese: French cheese, Italian cheese, even British cheese, but Danish cheese is the greatest. I get my best nightmares after I eat Danish cheese. Actually I've seriously thought about getting a cheese tattoo. A nice Edam on my shoulder, maybe.
Christensen was creative director of Nylon magazine at its 1999 founding by publisher Marvin Scott Jarrett. She launched her own clothing line, Christensen & Sigersen, with life-long friend Leif Sigersen. The pair previously ran Butik, a shop in New York's West Village. Christensen has sold some of her vintage clothes line in her mother's store, the Yo-Yo Second Hand Shop, in Christianshavn, Copenhagen, Denmark. Christensen famously once said, when asked if normal girls would feel comfortable in her new clothing line, "I don't care. I have no clue. I don't think about anyone but me." The quote is printed on the back of Denis Leary's 2008 book, Why We Suck: A Feel Good Guide to Staying Fat, Loud, Lazy and Stupid
Christensen is a photographer whose work has appeared in Nylon, Marie Claire, and ELLE. Her exhibition "A Quiet Story", curated by Jim Cook, premiered in at the Locus Gallery in Rotterdam, 2006, and HotelArena in Amsterdam, 2007. Her exhibition "Far From, Close" appeared at Dactyl Foundation in 2008/09, to benefit International Center of Photography educational programs and Chernobyl Children's Project International.
Christensen appeared on many magazine covers and in fashion campaigns during the 1990s. One noted campaign featured her in a 20 by 40-foot billboard in Times Square, bare, "except for a strategically placed banana leaf." She was in the Victoria's Secret catalog and in their television commercials as one of the signature Angels, along with Tyra Banks, Karen Mulder, Daniela Pestova, and Stephanie Seymour. She also became a spokesmodel for Revlon cosmetics.
In 1991, she starred in the music video for Chris Isaak's song "Wicked Game." The video was later featured on MTV's "Sexiest Video of All-Time", voted #4 on VH1's "50 Sexiest Video Moments", and voted #13 on VH1's "100 Greatest Videos".
Christensen is signed to Independent Models in London and 1/One Management in New York City, 2pm Model Management in Copenhagen.
Christensen was born in Copenhagen, Denmark. Her father is Danish, and her mother is Peruvian.
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