After studying acting in Norway and London, Asche made his London stage debut in 1893 and soon joined the F R Benson Company, where he remained for eight years, playing more than a hundred roles including important Shakespearean parts. He married the actress Lily Brayton in 1898, and the two were often paired onstage for many years. He played Maldonado in Arthur Wing Pinero's "Iris" in the West End in 1901, his first important part in modern comedy. He repeated the role on Broadway the following year, and then joined Herbert Beerbohm Tree's theatre company in London in 1902, playing more Shakespearean roles over the next few years.