Born in Horsens, Priske started his career for Danish club Stensballe, a Horsens suburb club. Still a youth, he moved to Horsens Forenede Sportsklubber, now called AC Horsens. He moved on to Aarhus Fremad in 1997 before settling at AaB in 1999. There he won the Danish Superliga championship in 1999, and captained the club at the end of his tenure. He moved to Belgian club Genkin the summer of 2003. When he played the full match in Denmark's 4–1 win over England on 17 August 17, Priske aroused the interest of several Premiership club and he joined Portsmouth five days later for an undisclosed fee, signing a three-year deal. Priske was given a good run in the Portsmouth side by Alain Perrin, but after Perrin was sacked that November Priske was dropped by returning manager Harry Redknapp. Many Portsmouth supporters assumed that this was because of Redknapp's disdain of using players he himself had not purchased, and speculation was rife in the January transfer window that Priske would be leaving the club. A move away from Fratton Park never materialized, however, and following Portsmouth's poor run of form and injuries to several defenders, Priske was returned to the side for match against Manchester City on 11 March. Priske was from then an ever-present as Portsmouth then went on an excellent run of form for their final 10 matches of the season, earning the club Premiership survival for another year. Since arriving from K.R.C. Genk, Priske has been a popular player amongst Portsmouth supporters. Many were originally unhappy that Priske had been frozen-out of the team with Redknapp's return, and felt justified in their valuation of the player after the impressive role he played in earning the club survival from relegation. Priske had become a fan favourite since his arrival at Fratton Park as a result of his impressive form, but in spite of this, rumours of his departure from the south coast resurfaced during the 2006–07 pre-season. Priske revealed to the Danish media that he had been told to find a new club before the start of the next season before returning to Belgium, joining Club Brugge in August 2006. The news was met with confusion and anger among Portsmouth fans. In Bruges, Priske competed with fan favourites Olivier De Cock and Birger Maertens for a place in the starting line-up. Priske became a first team regular, and helped the team win the 2007 Belgian Cup. In the summer of 2008, Priske returned to the Danish Superliga to play for Vejle Boldklub. He could not save the club from relegation to the Danish 1st Division in 2009, but stayed with the team. In the summer of 2010, he was loaned out to Superliga club FC Midtjylland. On 21 January 2011, he signed for Start.
International career
While at AaB, Priske made his debut for the Danish national team in February 2003. He was a part of the Danish squad at the Euro 2004, and played 14 minutes in the 0–0 group game with Italy, coming on as a substitute to replace Christian Poulsen. Following retirement and injuries in the Danish defense, Priske became a more consistent member of the national team. In the 2006 World Cup qualification stage he played 10 out of 12 matches, though Denmark did not qualify for the finals. He played one game in the UEFA Euro 2008 qualification, a 1–2 loss to Northern Ireland in November 2007, after which he was dropped from the national team.
Managerial career
Priske served as assistant of FC Midtjylland and FC København from 2011 to 2019. When Kenneth Andersen resigned as manager of FC Midtjylland on 19 August 2019, Priske succeeded him.