At his audition for Euron Greyjoy in Game of Thrones (2011), he improvised the second out of 2 scenes. His email hadn't worked so he'd only received the first scene. Never had he been so unprepared for an audition before, he said himself.
Son of Maria (Tonn) and Jacob A. Asbæk. His parents run the gallery Galerie Asbæk in Copenhagen. His father is Danish, from Hammel, Denmark. His mother was born in Casablanca, Morocco, of Danish and French descent.
2011: Named as one of European films' Shooting Stars by European Film Promotion.
The name Pilou is a French word for "fleece" (the fabric).