The oldest section of the street, between Amalievej and Fuglevangsvej, was created and named in 1852.
The section from Fuglevangsvej and Åboulevard (then Vinkelvej) was created in 1857, This new section of the street was originally called Jernbanevej since it was crossed by the tracks of the Nordbanen and Vestbanen railway lines which split at Ladegårdsåen.
Jernbanevej was included in H. C. Ørstedsvej in 1870.

Henning Wolf's masterplan for  masterplan for Frederiksberg Villa Quarter, a neighbourhood of single-family detached homes in the area north of Gammel Kongevej, it involved an extension of Jernbanevej to Gammel Kongevej.
Other elements in Wolf's masterplan were the extension of Kastanievej to H. C. Ørstedsvej, establishment of Alhambravej, Uraniavej, Mynstersvej, Svanholmsvej and Forhåbningsholms Allé.
A first short extension of Jernbanevej was initially called called Priors Allé after a local landowner, a merchant named Prior, who owned a property at the site.
The Trier family, who owned the country house Wilhelmineslyst at Gammel Kongevej, blocked the last section of the road extension until 1873.
Priors Allé and Vilhelmineslyst Allé were at this point both included in H. C. Ørsteds Allé.

In 1860, Det Danske Gaskompagni ("The Danish Gas Company") opened Frederiksberg's first gasworks at the street.
It closed in 1890 when the new Frederiksberg Gasworks opened at Flintholm a few kilometres outside the expanding town centre.

In 1873, M.I. Ballins Sønner (from 1918 Ballin & Hertz), a tannery and manufacturer of leather goods, built a factory at No.
48–50.
The company moved to Valby in 1924 and its buildings on H. C. Ørsteds Vej were later demolished.

The railway crossing disappeared in the 1930s with the opening of the Boulevard Line in the 1930s.
The oldest section of the street, between Amalievej and Fuglevangsvej, was created and named in 1852. The section from Fuglevangsvej and Åboulevard (then Vinkelvej) was created in 1857, This new section of the street was originally called Jernbanevej since it was crossed by the tracks of the Nordbanen and Vestbanen railway lines which split at Ladegårdsåen. Jernbanevej was included in H. C. Ørstedsvej in 1870.
Henning Wolf's masterplan for  masterplan for Frederiksberg Villa Quarter, a neighbourhood of single-family detached homes in the area north of Gammel Kongevej, it involved an extension of Jernbanevej to Gammel Kongevej. Other elements in Wolf's masterplan were the extension of Kastanievej to H. C. Ørstedsvej, establishment of Alhambravej, Uraniavej, Mynstersvej, Svanholmsvej and Forhåbningsholms Allé. A first short extension of Jernbanevej was initially called called Priors Allé after a local landowner, a merchant named Prior, who owned a property at the site. The Trier family, who owned the country house Wilhelmineslyst at Gammel Kongevej, blocked the last section of the road extension until 1873. Priors Allé and Vilhelmineslyst Allé were at this point both included in H. C. Ørsteds Allé.
In 1860, Det Danske Gaskompagni ("The Danish Gas Company") opened Frederiksberg's first gasworks at the street. It closed in 1890 when the new Frederiksberg Gasworks opened at Flintholm a few kilometres outside the expanding town centre.
In 1873, M.I. Ballins Sønner (from 1918 Ballin & Hertz), a tannery and manufacturer of leather goods, built a factory at No. 48–50. The company moved to Valby in 1924 and its buildings on H. C. Ørsteds Vej were later demolished.
The railway crossing disappeared in the 1930s with the opening of the Boulevard Line in the 1930s.
H. C. Ørsteds Vej