In Air India's trademark style, the inaugural flight was operated by an all-woman crew.
The national carrier has been expanding its international operations and has started services to overseas destinations, including Washington and Stockholm so far this year.
To mark the launch of the Copenhagen flight, Air India CMD Rajiv Bansal lit the traditional lamp at Terminal 3 of the airport here.
Copenhagen, the capital of Denmark, is Air India's 44th international destination and 11th European non-stop destination.
More From This Section
The iconic "Little Mermaid" statue in Copenhagen is one of the city's most famous monuments. The bronze structure sits on a rock by waterside in the city and represents a famous character from a fairy tale written by Danish author Hans Christian Andersen.
The Air India service to Copenhagen will be operated with a Dreamliner aircraft thrice a week on Tuesday, Thursday and Saturday.
"AI 157 will depart from Delhi at 1430 hours to reach Copenhagen at 1845 hours the same day. The return flight AI 158 will leave Copenhagen at 2045 hours and reach Delhi at 0735 hours the next day," the airline said in a release.
Apart from Copenhagen, the airline has direct flights to Stockholm, Madrid, Vienna, Rome, Milan, Frankfurt, Paris, Birmingham and London.
The services to Moscow are temporarily suspended and would restart in October, an airline official said.
Air India group operates to 44 international destinations and over 70 domestic stations. It has an operating fleet of 142 aircraft, including A320, B777 and B737-800 planes.
To revive Air India, which has huge debt burden, the government is working on the modalities for the strategic disinvestment of Air India and its five subsidiaries.