Tycho studied for some periods in Wittenberg; he was also markedly influenced by Lutheran philosophical movements. He always enjoyed friends or colleagues there, and he and his family temporarily found refuge at Melanchthon's house when he was in the process of relocating from Denmark to Bohemia.

Tycho was given the fief and the incomes connected to the Chapel of the Magi, which was built at that time, and where his patron Frederick II would have been buried in 1588. But alongside the not few dalers, responsibility came with this position: however, Tycho was not the kind to be bothered by such trivialities. So he was requested multiple times to put an end to the chronic state of disrepair of the chapel, but he was not very dutiful. He even proposed to rebuild it with a flat instead of a vaulted roof to spend less! In the end, he lost this fief when he went into exile.

After Frederik II died, Tycho fell in disfavour in Denmark, also because of his blunt temper. He then went into exile in Bohemia, where he was warmly welcomed by Rudolph II. He lived only a few years still, and for some time he also resided in the area around Prague's castle. His tomb is in the Týn's church.

The island realm of Tycho, where he founded his residence Uraniborg and observatory Stjerneborg, was Hven, which lies between Denmark and Sweden and is in sight from Helsingør. He started his projects at the same time as the castle was being restructured in the forms we know now, and so he profited from the material transportation. Further, it seems that he regularly received a part of the income from the Sound dues as rent.