In 1913, Berthelsen moved to Indianapolis to become the head of the voice department at Indianapolis Conservatory of Music. He formed a lifelong friendship with painter Wayman Adams, who was the same age and had studied with William Merritt Chase and Robert Henri. Adams would paint many portraits of Berthelsen, including a life-sized image of his friend about to go on stage for a concert. Adams is credited by some as having provided painting instruction to Berthelsen, and they may have had a double wedding in 1918.

In 1920, Adams (who was married to a fellow artist) and Berthelsen decided to move to New York City to further their careers. Berthelsen opened a private school of voice in the Rodin Studios building. According to the Berthelsen Conservancy, one of his pupils was a singer, dancer and entertainer named Helenya Kaschewski, whom he married on March 15, 1928. They had three children—a daughter, Karen, and two sons, John and Lee. He continued to pursue art, and in 1925 he was elected to the American Watercolor Society. He also mastered the pastel medium during the 1920s.

With the Great Depression Berthelsen lost his voice students, and the family had to sell many of their possessions and move to an ever-smaller series of apartments. A fellow artist suggested painting in oils, which he began to do, and he had gradually increasing success in selling his canvases. In the mid-1930s he was also involved in several New Deal art projects. He joined the Salmagundi Club in 1935 and remained a member until his death.

In 1942 the family moved to rural New Milford, Connecticut, where Berthelsen painted many views of the surroundings. But his most popular canvases represented New York City scenes. They were collected by prominent figures including William Randolph Hearst, Richard E. Berlin, Frank Sinatra, Ethel Merman, and Dinah Shore

In 1950 the family moved back to New York City, in part because of the high demand for his work and easy access to galleries. He exhibited his work at the Barbizon-Plaza Galleries, the Allan Rich Gallery, and the Jean Bohne Gallery, among others. He continued to paint well into his eighties. In 1971 he was hit by a car, which led to a decline in health and ultimately his death the following year.