Kaj Christiansen started his amateur footballing career with KFUM's Boldklub, but like so many of his prolific KFUM teammates, he eventually moved to a larger Copenhagen club to make his national breakthrough. Christiansen moved to BK Frem, where he made his senior debut against Kjøbenhavns Boldklub (KB) on 21 March 1943. He scored four goals in the first half, but KB retaliated with six goals in the second half, and Frem lost 4–6. Boldklubben Frem profile Playing in the centre forward position, Christiansen was seen as the natural successor of Frem's club icon and the most popular Danish footballer of his time, centre forward Pauli Jørgensen. Rather than Jørgensen's physical style, Kaj Christiansen was a quick player of great anticipation.
