After comparatively sunny and optimistic works like the Violin Concerto and the Symphony No. 3 (Sinfonia espansiva), both completed in 1911, there was a toughening of Nielsen's musical vocabulary. One can hear this darker tone in works like the Symphonies Nos. 4 and 5. It was first made manifest, though, with Nielsen's Violin Sonata No. 2, which was completed in September 1912 and first performed on April 7, 1913, by violinist Axel Gade (son of Niels Gade, one of Denmark's most famous musicians) and pianist Henrik Knudsen. The difficulty of the sonata came as a surprise, and the work wasn't particularly well received. Only in 1919 was it finally published.

Interestingly, in its printed form references to the tonality of G minor were removed, and in fact that key plays almost no role in this wide-ranging sonata. The designation con tiepidezza of the first movement doesn't really apply either: this movement is much more restless and dramatic than "tepid." There are some more lyrical and even playful episodes in the movement, however, as well as a lovely, peaceful coda that leads logically into the slow movement. This second movement is well described by composer-author Robert Simpson as "in character heroic and tender by turns." The final movement is a kind of waltz, occasionally melancholic, sometimes impassioned, with a striking passage at the end in which the piano pounds out a long and dramatic series of repeated notes.

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