In 1927 the young energetic conductor Thomas Jensen was attached to the orchestra, and the great conducting skills of the young Copenhagener were soon revealed. In co-operation with - among others - the enterprising professor of literature Gustav Albeck, Thomas Jensen became the anchorman in the founding of the orchestra - and its first chief conductor.
During the first years the orchestra was closely attached to the Aarhus Theatre, which was problematic from the point-of-view of economy and employment, as - for a considerable part of the year - the musicians were bound to play at the performances of the Theatre.
For many years the orchestra would perform in many different venues, among which were the sports hall of the Aarhus Stadium, the main hall of the University of Aarhus, the Scala Cinema, and the Congress Hall. In 1982 Musikhuset Aarhus (Concert Hall Aarhus) was inaugurated, and until may 2007 the orchestra has performed the greater part of its concerts there.
In August 2007 the ASO moved in to it's brand new concert hall the Symphonic Hall at Musikhuset Aarhus (Concert Hall Aarhus). For the first time ever the orchestra will now be able to rehearse and give concerts in the same hall. The world-famous Danish violinist Nikolaj Znaider was the first soloist to perform with the orchestra and he didn't hesitate to call the Symphonic Hall a "first class concert hall". The hall is designed by the Danish architects C.F. Møller, and together with COWI the well-reputed company ARTEC has formed the acoustics of the hall. There are 1176 seats in the new hall, and an important source of inspiration is the Golden Hall of the Musikverein in Vienna.