"This is part of a continuing war from the Russian side in this field, where we are seeing a very aggressive Russia," Defence Minister Claus Hjort Frederiksen told Danish news agency Ritzau.
A report published yesterday by the Centre for Cyber Security accused a group of pro-Kremlin hackers of breaking into the emails of defence ministry employees in 2015 and 2016.
"The hacked emails don't contain military secrets, but it is of course serious," Frederiksen said.
The report identified the hacker group as APT28, also known as Pawn Storm, Sofacy and Fancy Bears, which has links to the Russian government and security services and has previously been named by the FBI and US Homeland Security as being behind "malicious cyber activity" against US government bodies.
In Denmark, the Centre for Cyber Security said earlier this year that the threat against Danish authorities and companies remained "very high".