Wagner formed Western Front in Sønderborg in August 1989, which by 1992 had evolved into Psyched Up Janis, the band also relocating to Copenhagen. After several albums, and after the band relocated first to London and then to the United States, they split up in 1999, playing a farewell concert at the Roskilde Festival. He formed The Tremelo Beer Gut in 1998, and formed his most successful band The Raveonettes with Sharin Foo, after settling in Los Angeles. He has lived in New York City. but currently lives in Los Angeles. In 1999-2000 he worked as a photographer's assistant for Søren Solkær Starbird.
Wagner released his first (self-titled) solo album in 2008, his first album in his career sung in Danish, followed by live performances in 2009.
In 2010 he released a single with fellow Sønderborg musician Michael Falch, "Nu Rider Vi Stormen Af", a reworking of Falch's song.
^Williamson, John (2003) "Adventurous style wins rave reviews; When Sune Rose Wagner started writing tracks for The Raveonettes, he had no band members and little to go on. Four years later, his originality has won an army of fans", Glasgow Herald, 18 October 2003, p. 19, retrieved 2012-06-12