Rudolf Ernst was born in Vienna, the son of Leopold Ernst, a painter. In 1869, at age 15, he joined the Academy of Fine Arts in Vienna, and five years later went to Rome to study Italian landscape and classical figure painting. In 1876 he moved to Paris and eventually became a French citizen.

In 1900, he became a resident of Fontenay-aux-Roses, France, and lived a quiet and somewhat reclusive life away from Paris. Living in a home he decorated in Ottoman style, he continued to be productive. He is remembered for his Orientalist theme paintings and was so committed to this subject matter that he wore a "tarboosh", the tasseled cap well known to the people he depicted.

Rudolf Ernst died in 1932 at this home in Fontenay-aux-Roses.