Søren Kierkegaard was born to an affluent family in Copenhagen. His mother, Ane Sørensdatter Lund Kierkegaard, had served as a maid in the household before marrying his father, Michael Pedersen Kierkegaard. She was an unassuming figure: quiet, plain, and not formally educated. She is not directly referred to in Kierkegaard's books, although she affected his later writings. His father was a melancholic, anxious, deeply pious, and fiercely intelligent man. Based on a biographical interpretation of anecdotes in Søren's unpublished journals, especially a rough draft to a story called "The Great Earthquake", some early Kierkegaard scholars argued that Michael believed he had earned God's wrath and that none of his children would outlive him. He is said to have believed that his personal sins, perhaps indiscretions like cursing the name of God in his youth or impregnating Ane out of wedlock, necessitated this punishment. Though five of his seven children died before he did, both Søren and his brother Peter Christian Kierkegaard, outlived him. Peter, who was seven years Søren's elder, later became bishop in Aalborg. This early introduction to the notion of sin and its connection from father and son is said by early biographers to have laid the foundation for much of Kierkegaard's work. Despite his father's occasional religious melancholy, Kierkegaard and his father shared a close bond. Kierkegaard is often said to have learned to explore the realm of his imagination through a series of exercises and games they played together, though this particular aspect of the relationship is described only by a pseudonym, in an unpublished draft to a book entitled Johannes Climacus, or de omnibus dubitandum est.

Kierkegaard attended the School of Civic Virtue, where he studied Latin and history, among other subjects. In 1830, he went on to study theology at the University of Copenhagen, but while there he was drawn more towards philosophy and literature.

Kierkegaard's mother died on 31 July 1834, age 66. One of the first physical descriptions of Kierkegaard comes from an attendee, Hans Brøchner, at his brother Peter's wedding party in 1836: "I found [his appearance] almost comical. He was then twenty-three years old; he had something quite irregular in his entire form and had a strange coiffure. His hair rose almost six inches above his forehead into a tousled crest that gave him a strange, bewildered look."

An important aspect of Kierkegaard's life, one generally considered to have had a major influence on his work, was his broken engagement to Regine Olsen (1822 – 1904). Kierkegaard and Olsen met on 8 May 1837 and were instantly attracted to each other. In his journals, Kierkegaard wrote about his love for her: "Thou sovereign of my heart treasured in the deepest fastness of my chest, in the fullness of my thought, there [...] unknown divinity! Oh, can I really believe the poet's tales, that when one first sees the object of one's love, one imagines one has seen her long ago, that all love like all knowledge is remembrance, that love too has its prophecies in the individual."

Kierkegaard's father died on 9 August 1838, age 82. Before his death, he is said to have asked Søren to finish his education in theology. Søren was deeply influenced by his father's religious experience and wanted to fulfill his wish. On 11 August, Kierkegaard wrote:

My father died on Wednesday. I had so very much wished that he might live a few years longer, and I look upon his death as the last sacrifice which he made to his love for me; [...] he died for me in order that, if possible, I might still turn into something. Of all that I have inherited from him, the recollection of him, his transfigured portrait [...] is dearest to me, and I will be careful to preserve [his memory] safely hidden from the world.

—Søren Kierkegaard, Journals, p. 62, 11 August 1838

On 8 September 1840, Kierkegaard formally proposed to Olsen. However, Kierkegaard soon felt disillusioned about the prospects of the marriage. He broke off the engagement on 11 August 1841, though it is generally believed that the two were deeply in love. In his journals, Kierkegaard mentions his belief that his "melancholy" made him unsuitable for marriage, but his precise motive for ending the engagement remains unclear.

Also in 1841, Kierkegaard wrote and defended his dissertation, On the Concept of Irony with Continual Reference to Socrates, which was found by the university panel to be a noteworthy and well-thought out work, but too informal and witty for a serious academic thesis. He graduated from university on 20 October 1841 with a Magister Artium, which today would be designated a Ph.D. With his family's inheritance of approximately 31,000 rigsdaler, Kierkegaard was able to fund his education, his living, and several publications of his early works.

Although Kierkegaard wrote a few articles on politics, women, and entertainment in his youth and university days, many scholars, such as Alastair Hannay and Edward Mooney, believe Kierkegaard's first noteworthy work is either his university thesis, On the Concept of Irony with Continual Reference to Socrates, which was presented in 1841, or his masterpiece and arguably greatest work, Either/Or, which was published in 1843. Both works treated major figures in Western thought (Socrates in the former and, less directly, Hegel and Friedrich von Schlegel in the latter), and showcased Kierkegaard's unique style of writing. Either/Or was mostly written during Kierkegaard's stay in Berlin and was completed in the autumn of 1842.

In the same year Either/Or was published, Kierkegaard found out Regine Olsen was engaged to be married to Johan Frederik Schlegel (1817 – 1896), a civil servant. This fact affected Kierkegaard and his subsequent writings deeply. In Fear and Trembling, a discourse on the nature of faith published in late 1843, one can interpret a section in the work as saying, "Kierkegaard hopes that through a divine act, Regine would return to him." Repetition, published on the very same day as Fear and Trembling, is an exploration of love, religious experience and language reflected in a series of stories about a young gentleman leaving his beloved. Several other works in this period make similar overtones of the Kierkegaard – Olsen relationship.

Other major works in this period include critiques of Georg Wilhelm Friedrich Hegel and form a basis for existential psychology. Philosophical Fragments, The Concept of Anxiety, and Stages on Life's Way include observations about existential choices and their consequences, and what religious life can mean for a modern individual. Perhaps the most valiant attack on Hegelianism is the Concluding Unscientific Postscript to Philosophical Fragments which discusses the importance of the individual, subjectivity as truth, and countering the Hegelian claim that "The Rational is the Real and the Real is the Rational".

Most of the works in this authorship were philosophical and psychological in nature and written using a pseudonym and indirectly, representing different viewpoints and ways of life. However, Kierkegaard published two or three theological discourses, written under his own name, alongside each pseudonymous work. Kierkegaard's discourses make an appeal to a different type of reader and present in a religious context many of the same existential themes treated by his pseudonyms.

On 22 December 1845, Peder Ludvig Møller, a young author of Kierkegaard's generation who studied at the University of Copenhagen at the same time as Kierkegaard, published an article indirectly criticising Stages on Life's Way. The article complimented Kierkegaard for his wit and intellect, but questioned whether he would ever be able to master his talent and write coherent, complete works. Møller was also a contributor to and editor of The Corsair, a Danish satirical paper that lampooned everyone of notable standing. Kierkegaard published a sarcastic response, charging that Møller's article was merely an attempt to impress Copenhagen's literary elite. Kierkegaard's article earned him the ire of the paper and its second editor, also an intellectual Kierkegaard's own age, Meïr Aron Goldschmidt. Kierkegaard wrote two small pieces in response to Møller, The Activity of a Traveling Esthetician and Dialectical Result of a Literary Police Action. The former focused on insulting Møller's integrity while the latter was a directed assault on The Corsair, in which Kierkegaard, after criticizing the journalistic quality and reputation of the paper, openly asked The Corsair to satirize him. Over the next few months, The Corsair took Kierkegaard up on his offer to "be abused", and unleashed a series of attacks making fun of Kierkegaard's appearance, voice, and habits. For months, Kierkegaard perceived himself to be the victim of harassment on the streets of Denmark. In a journal entry dated March 9, 1846, Kierkegaard made a long, detailed explanation of his attack on Møller and The Corsair, and also explained that this attack made him rethink his strategy of indirect communication. In addition, Kierkegaard felt satisfied with his writing so far, and intended to focus on becoming a priest.

However, Kierkegaard began to write again, and where his first authorship focused on Hegel, this authorship focused on the hypocrisy of Christendom. By Christendom Kierkegaard meant not Christianity itself, but rather the church and the applied religion of his society. After the Corsair incident, Kierkegaard became interested in "the public" and the individual's interaction with it. His first work in this period of his life was Two Ages: A Literary Review which was a critique of the novel Two Ages (in some translations Two Generations) written by Thomasine Christine Gyllembourg-Ehrensvärd. After giving his critique of the story, Kierkegaard made several insightful observations on the nature of the present age and its passionless attitude towards life. One of his complaints about modernity is its passionless view of the world. Kierkegaard writes that "the present age is essentially a sensible age, devoid of passion [...] The trend today is in the direction of mathematical equality, so that in all classes about so and so many uniformly make one individual". In this, Kierkegaard attacks the conformity and assimilation of individuals into an indifferent public, "the crowd". Although Kierkegaard attacks the public, he is supportive of communities where individuals keep their diversity and uniqueness. Other works continue to focus on the superficiality of "the crowd" attempting to limit and stifle the unique individual. The Book on Adler is a work about Pastor Adolph Peter Adler's claim to have had a sacrilegious revelation and to have suffered ostracism and expulsion from the pastorate as a consequence. According to biographer Walter Lowrie, Kierkegaard experienced similar social exclusion which actually brought him closer to his father.

As part of his analysis of the "crowd", Kierkegaard accused the Christian church of decay and decadence, especially the Danish National Church. Kierkegaard believed Christendom had "lost its way" on the Christian faith. According to him, Christendom in this period ignored, skewed, or gave mere 'lip service' to the original Christian doctrine. Kierkegaard felt his duty in this later era was to inform others about what he considered the shallowness of so-called "Christian living". He wrote several works on contemporary Christianity such as Christian Discourses, Works of Love, and Edifying Discourses in Diverse Spirits.

The Sickness Unto Death is one of Kierkegaard's most popular works of this era, and although some contemporary atheistic philosophers and psychologists dismiss Kierkegaard's suggested solution as faith, his analysis on the nature of despair is one of the best accounts on the subject and has been emulated in subsequent philosophies, such as Heidegger's concept of existential guilt and Sartre's bad faith. Around 1848, Kierkegaard began a literary attack on the Danish National Church with books such as Practice in Christianity, For Self-Examination, and Judge for Yourselves!, which attempted to expound the true nature of Christianity, with Jesus as its role model.

In 1847, Regine Olsen, Kierkegaard's former fiancée, and Frederik Schlegel were married. On several occasions in 1849, she and Kierkegaard crossed paths on the streets of Copenhagen. Kierkegaard wrote to her husband, asking for permission to speak to her, but Schlegel refused. Soon afterwards, the couple left the country, Schlegel having been appointed Governor General of the Danish West Indies. By the time they returned, Kierkegaard was dead. A few years before his death, Kierkegaard stated in his will that she should inherit his estate, and all his authorial activity was dedicated to her. Regine Schlegel lived until 1904 and was buried near Kierkegaard in the Assistens Cemetery in Copenhagen.

Kierkegaard's final years were taken up with a sustained, outright attack on the Danish National Church by means of newspaper articles published in The Fatherland (Fædrelandet) and a series of self-published pamphlets called The Moment (Øjeblikket). Kierkegaard was initially called to action after Professor Hans Lassen Martensen gave a speech in church in which he called his recently deceased predecessor Bishop Jakob P. Mynster a "truth-witness, one of the authentic truth-witnesses." Kierkegaard was fond of Mynster, but had come to see that Mynster's conception of Christianity was mistaken and demanded too little of its adherents. Kierkegaard believed that, in no way, was Mynster's life comparable to that of a real 'truth-witness'. Before the tenth chapter of his work The Moment could be published, Kierkegaard collapsed on the street and was eventually taken to a hospital. He stayed in the hospital for over a month and refused to receive communion from a pastor. At that time Kierkegaard regarded the pastor as a mere political official with a niche in society who was clearly not representative of the divine. He said to Emil Boesen, a friend since childhood who kept a record of his conversations with Kierkegaard, that his life had been one of immense suffering, which may have seemed like vanity to others, but he did not think it so.

Kierkegaard died in Frederik's Hospital after being there for over a month, possibly from complications from a fall he had taken from a tree in his youth. He was interred in the Assistens Kirkegård in the Nørrebro section of Copenhagen. At Kierkegaard's funeral, his nephew Henrik Lund caused a disturbance by protesting the burying of Kierkegaard by the official church. Lund maintained that Kierkegaard would never have approved, had he been alive, as he had broken from and denounced the institution. Lund was later fined for his public disruption of a funeral.

Kierkegaard has been called a philosopher, a theologian, the Father of Existentialism, both atheistic and theistic variations, a literary critic, a social theorist, a humorist, a psychologist, and a poet. Two of his popular ideas are "subjectivity", and the notion popularly referred to as "leap of faith".

The leap of faith is his conception of how an individual would believe in God or how a person would act in love. Faith is not a decision based on evidence that, say, certain beliefs about God are true or a certain person is worthy of love. No such evidence could ever be enough to pragmatically justify the kind of total commitment involved in true religious faith or romantic love. Faith involves making that commitment anyway. Kierkegaard thought that to have faith is at the same time to have doubt. So, for example, for one to truly have faith in God, one would also have to doubt one's beliefs about God; the doubt is the rational part of a person's thought involved in weighing evidence, without which the faith would have no real substance. Someone who does not realize that Christian doctrine is inherently doubtful and that there can be no objective certainty about its truth does not have faith but is merely credulous. For example, it takes no faith to believe that a pencil or a table exists, when one is looking at it and touching it. In the same way, to believe or have faith in God is to know that one has no perceptual or any other access to God, and yet still has faith in God. As Kierkegaard writes, "doubt is conquered by faith, just as it is faith which has brought doubt into the world".

Kierkegaard also stressed the importance of the self, and the self's relation to the world as being grounded in self-reflection and introspection. He argued in Concluding Unscientific Postscript to Philosophical Fragments that "subjectivity is truth" and "truth is subjectivity." This has to do with a distinction between what is objectively true and an individual's subjective relation (such as indifference or commitment) to that truth. People who in some sense believe the same things may relate to those beliefs quite differently. Two individuals may both believe that many of those around them are poor and deserve help, but this knowledge may lead only one of them to decide to actually help the poor. Kierkegaard primarily discusses subjectivity with regard to religious matters, however. As already noted, he argues that doubt is an element of faith and that it is impossible to gain any objective certainty about religious doctrines such as the existence of God or the life of Christ. The most one could hope for would be the conclusion that it is probable that the Christian doctrines are true, but if a person were to believe such doctrines only to the degree they seemed likely to be true, he or she would not be genuinely religious at all. Faith consists in a subjective relation of absolute commitment to these doctrines.