Drones have been seen near military facilities including Denmark's largest, following a series of incidents that caused air disruption earlier this week.
The devices were observed above Karup airbase, among others, forcing it to briefly close its airspace to commercial traffic. Possible sightings were also reported in Germany, Norway and Lithuania.
It is the latest in a string of suspicious drone activity in Denmark, raising concerns about the nation's vulnerability to aerial attack and sparking fears of potential Russian involvement.
Danish authorities said Thursday's incursions appeared to be a 'hybrid attack', but cautioned that they had no evidence to suggest Moscow was behind it.
Friday's incident took place around 20:15 local time (18:15 GMT) and lasted several hours, duty officer Simon Skelsjaer told news agency AFP.
He said police could not comment on where the drones had come from as they had not shot them down, adding that police were cooperating with the Danish military in their investigation.
Though civil airspace above the base was briefly closed, it had no impact because no commercial flights were scheduled in the area at the time, Skelsjaer said.
Danish authorities have not speculated as to who might be behind the drone activity.
Some 3,500 people work at Karup airbase, which is home to all of the Danish Armed Forces' helicopters, airspace surveillance and parts of the Danish Defence Command.
Meanwhile, Police in Norway are investigating possible drone sightings at Orland airbase, to the west of the country, where its F-35 fighter jets are stationed.
