Dyrholm attended the Statens Teaterskole (Danish National School of Theatre) from 1991 to 1995. In 1995, she debuted in En skærsommernatsdrøm at Grønnegårds Teatret. Dyrholm earned national recognition with her screen debut in the 1990 teenage romance Springflod for which she received the 1991 Bodil Award for Best Actress. That same year, she earned glowing reviews for her role in the TV production of Hosekrammeren. Thereafter she appeared in Morten Lorentzen's films Casanova (1990) and Cecilie (1991), and then Thomas Vinterberg's De største helte (The Greatest Heroes) in 1996. In 1998, Dyrholm played the role of the hotel maid in the first Dogme 95 film, Festen (The Celebration).