Gaup studied at the Norwegian Academy for Theatre and in 1978 graduated in acting. Besides working in theatre, Gaup starred in several films and wrote screenplays for theatre plays. In 1987, he used one of his screenplays for his film directing Pathfinder. In 1988, it was nominated for an Oscar in the category Best Foreign Film. Since then Gaup has been working on television and film.  His other films include the French American co-production North Star (1996), drama Misery Harbour (1999), and TV-series Nini (1998) and Deadline Torp.