 Frederiksen began his career as a head coach at Lyngby Boldklub in 2009, after having spent almost two decades as a youth coach in B 1913, B.93 and Lyngby.He remained in the post as head coach, and later manager, for the club for nearly four years.He then coached Esbjerg, leading them to a fifth place in the domestic league as well as their best European result ever; the Europa League round of 32 where the club was knocked out by Fiorentina.