"Following the terrorist attacks in Paris, the Danish police is now raising its internal preparedness level" to "significantly heightened preparedness", it said in a statement.
Police cited the "uncertain situation in a number of European countries."
However, it said the Danish intelligence service PET had "not changed its assessment of the terrorist threat against Denmark, which is still considered serious."
The Danish public would not see any difference in their daily lives as a result of the change, police said.
Suspected Islamic State extremists killed 129 people and injured hundreds in coordinated attacks in Paris last Friday.
