Espen Sandberg was born in Sandefjord, Norway on 17 June 1971. Growing up in the 1980s, Sandberg and his childhood friend Joachim Rønning spent their free time making short films with Joachim's father's 30-pound home video camera, one of few burdens for being the first of the video generation.

In 1992 they both attended Stockholm Film School in Sweden, and graduated in 1994. Later that year they served their mandatory time in the military making propaganda films for the Royal Norwegian Army. In 1995 they founded their own company. They called it Roenberg, which is their last names put together. Early in 1996 they began directing commercials and music videos professionally in Oslo. Their extensive and award-winning work in commercials in Scandinavia led to major international commissions such as ads for Airbus, Nintendo, Coca-Cola, GE and Nokia. Sandberg and Rønning established themselves in the American market with their spots for Capital One, Labatt's and especially with their USA Today Super Bowl 2001 Viewer's Poll-winning spot Rex for Budweiser. Together with fellow Norwegian Director, Harald Zwart, they own and run Motion Blur, a production house for commercials. Founded in 2002 it is now one of the largest and most award-winning productions companies in Scandinavia.

In 2006, duo directed the French-produced comedy western Bandidas in Mexico starring Salma Hayek and Penélope Cruz, it tells the tale of two very different women who become a bank robbing duo in an effort to combat a ruthless enforcer terrorising their town. In Norway, Rønning and Sandberg best known for directing the 2008 blockbuster movie Max Manus: Man of War with Aksel Hennie in the leading role, the story follows Manus (Aksel Hennie) from the Winter War against the Soviet Union, through the outbreak of World War II and the occupation of Norway by Nazi Germany until peacetime in 1945. In the same year they won Lions at Cannes for their Hydro Commercials Train Loop.

In 2012, Sandberg and Rønning was concerned with a new big movie about Thor Heyerdahl and the Kon-Tiki expedition. The development of this new film was shown in an exhibition at the Kon-Tiki Museum in Oslo. The film was released in 2012 with great reviews, Rotten Tomatoes reported that 83% of the critics gave a positive review. The site's consensus is: "A well-crafted retelling of an epic true story, Kon Tiki is a throwback to old-school adventure filmmaking that's exciting and entertaining in spite of its by-the-book plotting" and went on to be nominated for Best Foreign Language Film at the 85th Academy Awards and 70th Golden Globe Awards, and was also nominated for several other high-profile awards such as Satellite Awards and Norwegian Amanda Award

Sandberg and Rønning directed the fifth installment of the Pirates of the Caribbean series, Pirates of the Caribbean: Dead Men Tell No Tales (2017).