The most notable instance of these outbursts of uncontrollable anger was that in which he murdered his old friend and brother-in-law Ulf, who, after rebelling against him, had saved him from complete defeat by the Swedes, by coming to his rescue just as the royal fleet was nearly swamped by the opening of the sluices which held back the waters of the Swedish river Helge-aae. Ulf took Canute on board his own ship and brought him in safety to a Danish island, while leaving his men to aid those of Canute in their escape from the Swedes. Yet the king bore a grudge against the earl, and this was its cause.

At one time Ulf ruled over Denmark as Canute's regent and made himself greatly beloved by the people from his just rule. Queen Emma, Canute's wife, wished to have her little son Harthaknud—or Hardicanute, as he was afterwards called in England—made king of Denmark, but could not persuade her husband King Canute to accede to her wishes. She therefore sent letters privately to Ulf, saying that the king wished to see the young prince on the throne, but did not wish to do anything the people might not like. Ulf, deceived by her story, had the boy crowned king, and thereby won Canute's ill-will.

The king, however, showed no signs of this, nor of resentment against Ulf for his rebellion, but, after his escape from the Swedes, asked the earl to go with him to his palace at Roeskilde, and on the evening of their arrival offered to play chess with him. During the game Canute made a false move so that Ulf was able to take one of his knights, and when the king refused to let this move count and wanted his man back again the earl jumped up and said he would not go on with the game. Canute, in a burst of anger, cried out:

"The coward Norwegian Ulf Jarl is running away."

"You and your coward Danes would have run away still faster at the Helge-aae if I and my Norwegians had not saved you from the Swedes, who were making ready to beat you all like a pack of craven hounds!" ejaculated the angry earl.

Those hasty words cost Ulf his life. Canute, furious at the insult, brooded over it all night, and the next morning, still in a rage, called to one of the guards at the door of his bed-chamber:

"Go and kill Ulf Jarl."

"My Lord King, I dare not," answered the man. "Ulf Jarl is at prayer before the altar of the church of St. Lucius."

The king, after a moment's pause, turned to a young man-at-arms who had been in his service since his boyhood and cried angrily:

"I command you, Olaf, to go to the church and thrust your sword through the Jarl's body."