Erki Pehk studied two subjects at the Tallinn State Conservatoire during 1986–1993 - choir conducting with Ants Üleoja and orchestra conducting with Peeter Lilje. He furthered his studies of orchestra conducting in 1992–1994 with Paul Mägi at the Latvian Academy of Music and in 1997 with Mauritz Sillemat at the Guildhall School of Music and Drama in London. He also attended the Kirill Kondrashin masterclasses in conducting in Hilversum and the interpretation course lead by John Eliot Gardiner in Stuttgart. In 1999 and 2001 he participated in the International Conductors’ Competition in Besançon, France.
From 1991–1997 Erki Pehk worked as a conducting teacher at the Tallinn Music High School. Since August 1994, he is a conductor in the Estonian National Opera. In 2000 he founded the 21st Century Orchestra in Tallinn. Since 2001, Erki Pehk is the artistic director of the Pärnu International Opera Music Festival PromFest and Klaudia Taev Competition for Young Opera Singers.