Astri Welhaven Heiberg was born into a family of creative people. Her father Hjalmar Welhaven (1850–1922) was an architect and worked as the Royal Palace Superintendent. Her mother Margrethe Backer Welhaven (1851–1940) was a painter before she married, and the sister of painter Harriet Backer (1845–1932). A. Welhaven was especially close to her younger sister, the sculptor Sigri Welhaven (1894–1991). A. Welhaven married architect Christen Fritzner Heiberg (1878–1943) in 1907, and S. Welhaven married his brother, the painter Jean Heiberg (1884–1976), in 1913. A. Welhaven’s connection with J. Heiberg and his friend painter Per Deberitz (1880–1945), former students at Académie Matisse, influenced her choice of nude women in a landscape as subject matter in the early part of her career.

In most of 1902 and 1903, A. Welhaven worked in England. First in London, and in 1903 in South Devon. She made illustrations for advertisements, decorative commissions, designs for wallpapers etc. Upon her return to Kristiania (now Oslo) she continued to do illustrative work. Between 1904–1907 she attended H. Backer’s school for painting in Kristiania. After marrying C. Heiberg in 1907, the couple moved to New York City. There, A. Welhaven Heiberg worked with commissions such as the illustrations for the English edition of The Further Adventures of Nils by Selma Lagerlöf (1911). In 1910 she had her only child, Hjalmar. She moved back to Kristiania with her family in 1912. She formally divorced C. Heiberg in 1924.

A. Welhaven Heiberg debuted as a painter at Høstutstillingen (The Annual Autumn Exhibition) in Kristiania in 1912 with a portrait. In the next ten years she showed her work there eight times. She frequently displayed paintings of nude women in a landscape, especially in 1915 and 1916. Most of these were painted on the islands near Tønsberg, south west of Oslo, especially the islands of Brøtsø and Hvasser, where she spent her summers from 1914 to 1919. Examples of the twelve female nudes in landscapes that she made before 1922 include Etter badet [After Bathing, 1914], Landskap med kvinner [Landscape with Women, 1916], Aktstudie i det grønne [Nude Study in Greenery, 1915] and Kvinner på klipper [Women on Cliffs, undated].

After 1920 A. Welhaven Heiberg increasingly painted lush landscapes from the southern or eastern parts of Norway. If figures were present they were clothed. She also became a much appreciated portrait painter, and was commissioned to paint cultural figures, politicians and the royal family, such as Randi Blehr (1921), Danser Inger Friis [Dancer Inger Friis, 1931], Portrett av komponist Johan Svendsen [Portrait of the Composer Johan Svendsen, 1940] and Prins Harald med Prinsesse Astrid og Prinsesse Ragnhild [Prince Harald with Princess Astrid and Princess Ragnhild, 1947].

A. Welhaven Heiberg had two solo exhibitions in her lifetime (in 1919 and 1925), both at Blomqvist Kunsthandel in Kristiania. From the 1919 exhibition, Nasjonalgalleriet (today Nasjonalmuseet) acquired Vårdag i Asker [Spring Day in Asker, 1918]. In the same year they also acquired I haven [In the Garden, 1919], which was exhibited at Høstutstillingen. A. Welhaven Heiberg is also represented in the Kode collection (Bergen) with Portrett av Fru K [Portrait of Mrs. K, 1915].