A Detroit native, Rolshoven studied at the Cooper Union at New York, the Düsseldorf Academy, at Munich, and at the Académie Julian, Paris. Rolshoven visited New Mexico in 1916, staying two years, when World War I forced him from his Italian villa. He was elected an associate of the Taos Society of Artists in 1917, a full member in 1918, and returned to associate status in 1923 after he returned to Italy.

As a trained academic figure painter, Rolshoven often saw his models in formal terms and emphasized what he considered their exotic qualities. Moreover, he saw similarities of lifeways between the peoples of north Africa and natives of northern New Mexico, particularly in their dress.