Steen was born on 3 November 1964 in
Frederiksberg,
Denmark, the daughter of musician and conductor and the actress
Avi Sagild. She is the sister of musician and actor . Steen applied to the Acting School of
Odense Theatre 13 times before being accepted and attending from 1988 to 1992. Steen performed on stage in Dr. Dante productions and been associated with the
Royal Danish Theatre since 1997. In 1997 she wrote and performed in the satirical television series
Lex og Klatten. In 1998, Steen became an active participant in the
Dogme 95 film movement as the only performer to appear in the first three movies:
Lars Von Trier's
The Idiots,
Festen by
Thomas Vinterberg, and
Søren Kragh-Jacobsen's ''
Mifune's Last Song''. Steen won her first
Bodil Award as the Best Supporting Actress in 2000 for
Den eneste ene (
The One and Only). In 2002, Steen won the
Bodil Award,
Robert Award and
American Film Institute's Grand Jury Prize for her leading role as the controlling loudmouth Nete in
Okay. The same year she also won both the Bodil and Robert awards as Best Supporting Actress in
Elsker dig for evigt (
Open Hearts). Steen made her directorial debut in with the 2004 tragedy-drama
Lad de små børn... (
Aftermath) about the emotional trauma of a young couple after the death of their daughter. The film received awards at several film festivals including the Lübeck Nordic Film Days and the Film by the Sea International Festival. In 2007, Steen directed her second feature, the comedy film '
('). Steen is married to producer . ==Filmography==