Olaf Kjems‘ father was a folk high school principal, lecturer, and pastor for the local congregation of Danish in a township in Michigan. After his father died from typhoid fever and malaria in 1895, the family returned to Denmark. In 1912, Olaf was a member of the Danish gymnastics team that won silver behind Sweden in the Swedish system at the Stockholm Olympics. Like his father, he became a principal of a folk high school, Krabbesholm Manor in Skive, and of a boarding school in Vester Vedsted. His granddaughter Birte was goalkeeper of the Danish football team that won the 1971 Women’s World Cup.
Olaf Kjems married Marie Thomsen, who died early in 1928. Around 1910, they lived in the USA for some time. Together they had three sons and three daughters. With his second wife, Signe Bihl, he had one more son.