PET's hovedkvarter

In its role as national security authority, the Danish Security and Intelligence Service (PET) is responsible for identifying, preventing and countering threats to freedom, democracy and safety in Danish society. This applies to threats in Denmark as well as threats directed at Danish nationals and Danish interests abroad. 

PET: Statement on the terrorist incident in Nice, France 

Assessment of the Terror Threat against Denmark April, 2016
Militant Islamist Radicalisation - analysis, April, 2016