"It was much windier in 2015 than during an average year," spokeswoman Hanne Storm Edlefsen told AFP.
Wind energy production capacity had grown "a little bit, but that is not what explains the big increase," she added.
Peaking at 42.1 per cent for 2015, the number notched up from 39.1 per cent of electricity consumption in 2014, when Denmark was followed by Portugal at 24 per cent and then Spain at 20.4 per cent, according to data from the International Energy Agency (IEA).
Wind energy production had actuallly exceeded electricity consumption 16 per cent of the time in western Denmark, where most of the country's wind turbines are located, Energinet.Dk said.
"If, for some hours, we have surplus wind energy, the producers sell it to consumers in Norway, Sweden and Germany," spokesman Carsten Vittrup said in a statement.
"Conversely, we buy hydroelectric power from Norway, solar energy from Germany and power station electricity from Sweden, when it is advantageous," he added.