A court in the central city of Aarhus cut the jail sentence for Guleed Mohamed Warsame, 25, and Nuur Mohamed Warsame, 20, to two years from three and a half years for conspiring to send, and sending, the 25-year-old to a Shebab-run training camp in Somalia.
The previous conviction by a district court was the first under a new Danish law against training with the aim of carrying out a terrorist act.
"There was only a basis for finding the defendants guilty of attempt(ing)" to be trained, it said.
Both men had been jailed for just over two years and were released after the verdict was announced.
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The younger brother had stayed behind in Aarhus, where they have lived for more than 16 years, and from where he helped plan the trip and provided his brother with "advice and encouragement."
Somalia's Shebab have carried out a string of revenge attacks for Kenya's military role in southern Somalia, including last year's siege of the Westgate shopping mall that left 67 people dead.