Apprenticed to the Copenhagen court painter, Maarten van Steenwinckel, the young Keilhau continued his training with Rembrandt in Amsterdam (1642-4). Professor Mina Heimbürger points out the striking simularity between the bearded head of the personification of winter and that of The fishmonger by Jan Lievens, another artist working in the circle of Rembrandt (see op. cit., under no. 17, and fig. 39). On the basis of this Dutch stylistic influence she dates the pictures to shortly before Keilhau travelled to Italy in 1651. It is this realistic imagery that made Keilhau popular first in Northern Italy and later in Rome, where he lived from 1656 until his death. His stay in Venice and Bergamo had a great impact on painters such as Pietro Bellotti and Antonio Cifrondi and in particular Giacomo Francesco Cipper, il Todeschini.
Later in his career, in circa 1654-1655, Keilhau repeated the composition of the Allegory of Autumn in a picture in the Palazzo Corsini, Rome (op. cit., no. 17a). A copy of the Allegory of Autumn in a private collection is recorded by Heimbürger (ibid., no. 16a).