Bregnø was a carpenter and woodcutter in Aarhus. However, later he became a stonecutter apprentice in Stockholm, Sweden. In 1902 he was employed as a decoration sculptor in Copenhagen, where he worked until 1905. Afterwards he travelled Italy, France and Germany until 1908. Here he was primarily influenced by Michelangelo and Rodin.
In 1913 he changed his name to Bregnø.
In the 1920's and 30's he made many statues of women in bronze and gypsum and was one of the most reproduced artists of his time.