Finn Juhl was born on 30 January 1912 to an authoritarian father who was a textile wholesaler representing several English, Scottish and Swiss textile manufacturers in Denmark, and a mother who died shortly after he was born. From an early age he wanted to become an art historian, already as a teenager spending much time at the National Gallery and in spite of his young age receiving permission to borrow books at the library of the Ny Carlsberg Glyptotek, but his father disapproved his aspirations which he considered flimsy and convinced him instead to pursue a career in architecture. He was admitted to the Architecture School at the Royal Danish Academy of Fine Arts where from 1930 to 1934 he studied under Kay Fisker, a leading architect of his day and noted lecturer.
After graduating, Juhl worked for ten years at Vilhelm Lauritzen's architectural firm, where he had also apprenticed as a student. In close collaboration with Viggo Boesen, Lauritzen's closest, Juhl was responsible for much of the interior design of the national Danish broadcaster Danmarks Radio's Radio Building, one of the firm's most high-profile assignments during those years. In 1943 he received the C.F. Hansen prize for young architects.