He worked in Dresden in the years immediately after his graduation, and returned to Helsinki in 1882. He founded the first permanent orchestra in Finland: the Helsinki Orchestral Society (later to become the Helsinki Philharmonic Orchestra, Finland's national orchestra). He brought the orchestra to a very high performance standard very quickly, so that they were able to give quite credible performances of the standard late classical/mid-romantic repertory. Kajanus led the Helsinki Philharmonic for 50 years, and among the milestones of that history was the first performance in Finland of Beethoven's Symphony No. 9 in 1888. His early-electric 78-rpm atmospheric, authoritative recordings of Sibelius symphonies are still interpretive milestones.