Born in Aarhus in 1937, Bjelke died in 1993. After studying law without completing a degree, he made his debut in 1968 with Første person ental, a collection of short stories. His first books were published by the avant-garde publishing house Arena, and his later work by Gyldendal in Copenhagen. The novel Saturn, published in 1974, is Bjelke's magnum opus and offers a bold combination of a fascination with France, the Epic of Gilgamesh and homosexuality, an often almost impenetrable narrative style, references to great works of world literature and detailed, partly ironic notes. His novel Togplan for Otto (1990) was also published in German.

Bjelke received a number of awards, including the Danish Academy's Beatrice Prize in 1984.