Margrethe Schall was the daughter of the sailor Rasmus Schleuther and Anna Kirstine Mortensdatter.
She was one of the most notable ballet dancers in Denmark. She became a student in the theatre school of Det Kongelige Teater in Copenhagen in 1787. She became a star of the Danish ballet of Vincenzo Galleotti.
She was not described as beautiful or technically skillful, but was rather admired for her expressfull mimique, which made her perfect for the style of the Galeotti Ballet, and for her swiftness, and she became known as a so-called "grotesque dancer", within comedy ballet.
She was made solo dancer in 1798. In 1802, she made her greatest success on stage.
She was active in her profession longer than most dancers, and retired in 1827. Margrethe Schall was also known for her love relationship with Prime Minister Fredrik Julius Kaas.