Valdemar Koch was born in Sønder Kirkeby on the island of Falster. His parents were pastor Hans Peter Gyllembourg and Anne Oline Parelius. In 1871 he joined Chr. V. Nielsens drawing school and was then admitted to the Royal Danish Academy of Fine Arts from where he graduated in 1879.
Koch initially worked as a draughtsman for Ludvig Fenger and Hermann Baagøe Storck. He participated independently in the competition for the new Copenhagen City Hall which was held in early 1889. Despite support from the influential Ferdinand Meldahl he failed to win but later admitted that Martin Nyrop's winning proposal was more modern. Instead he entered local politics in Copenhagen, where he was a member of the City Council from 1891 to 1897., and as an architect specialised in the design of churches. In 1896 he also surveyed the limestone churches in the area around Grenå.
Koch also designed a memorial cross to Svend Magnussens at Grathe Heath in Jutland (1892) and another one over Knud Lavards at Haraldsted just north of Ringsted on central Zealand. He is buried at Vestre Cemetery.
Koch belonged to Johan Daniel Herholdt's Italian-Danish school as opposed to Ferdinand Meldahl's more internationally inclined, "European" school. His work demonstrates a thorough knowledge of architectural archaeology and history with Romanesque architecture as his main source of inspiration. The Church of Christ in the Vesterbro district of Copenhagen is an example of the Italian inspiration while the use of red brick in the interior of the Apostle Church demonstrates Danish influence.
- Kapernaum Church, Nørrebro, Copenhagen (1896)
- Zion's Church, Østerbro, Copenhagen (1896)
- St. Luke's Church, Frederiksberg, Copenhagen (1897)
- Church of Christ, Vesterbro, Copenhagen (1900)
- Apostle Church, Vesterbro, Copenhagen (1901)
- Reersø Church, Kalundborg Municipality, Denmark (1904)
- Church of Our Saviour, Vejle, Denmark (1904)