Andersen was nominated for the post by UN Secretary-General Antonio Guterres and approved by the General Assembly in February.
"I am proud and excited to begin work at the UN Environment Programme in beautiful Kenya at a critical time for humanity," Andersen said.
"Good environmental stewardship has never been more important. Climate change, biodiversity loss and pollution in all its forms pose a clear and present danger to human and planetary health, and to prosperity.
"But I would not be in this job if I did not have hope. From environmental and scientific assessments we know that it is entirely possible for humanity to fix the problems we have caused.
"Now, more than ever, the will to act is in place. We see this clearly in the increased ambition of governments, stronger private sector engagement and, of course, the unstoppable rise of global movements led by young people crying out for change," she added.
Andersen brings to the role a passion for conservation and sustainable development, demonstrated throughout over 30 years in international development economics, environmental sustainability and policy-making, designing and implementing projects and generating on-the-ground impact.
Between January 2015 and May 2019, Andersen was the Director General of the International Union for Conservation of Nature (IUCN).
Prior to joining IUCN, she held various leadership roles at the World Bank: she served as Vice President of the Middle East and North Africa, Vice President for Sustainable Development and Head of the Consortium of International Agricultural Research Centers Fund Council.
Prior to her time at the World Bank, Andersen worked at the UN for 12 years.
She takes over from Joyce Msuya of Tanzania, who has served as acting head of the organization since late last year. Msuya will continue as Deputy Executive Director.
The UN Environment Programme is headquartered in this Kenyan capital.
( With inputs from IANS )