14 athletes represented Denmark. It was the fourth appearance of the nation in athletics, which Denmark had competed in each time the nation appeared at the Olympics. Aage Rasmussen's fourth-place finish in the racewalk was Denmark's best athletics result in 1912. Ranks given are within that athlete's heat for running events.
Cycling
Eight cyclists represented Denmark. It was the first appearance of the nation in cycling. Olaf Meyland-Smith had the best time in the time trial, the only race held, placing 25th. The top four Danish cyclists had a combined time that placed them 8th of the 15 teams.
Road cycling
Equestrian
; Dressage ; Eventing
Fencing
Six fencers represented Denmark. It was the fourth appearance of the nation in fencing, in which Denmark had competed each time the nation appeared at the Olympics. Ivan Osiier was the only Danish fencer to advance to the final in an event, eventually capturing the silver medal in the épée. His second-place finish was the best in Danish Olympic fencing history at the time, as no Danish fencer had gotten to a final since Holger Nielsen won the bronze in the 1896 sabre competition.
Football
Quarterfinals Semifinals Final ;Final rank:
Gymnastics
Forty-nine gymnasts represented Denmark. It was the third appearance of the nation in gymnastics. Denmark had a team compete in two of the three team competitions. The Danish teams won the nation's first gymnastics medals, placing third of five in the free system and second of three in the Swedish system. Six Danish gymnasts competed in the individual competition, with Arvor Hansen's 26th-place finish the best of the six.
Artistic
Modern pentathlon
Denmark had four competitors in the first Olympic pentathlon competition. The Danish pentathletes had little success, with three of them not finishing and the fourth coming in last among the finishers, nearly 30 points behind the next nearest competitor.
Rowing
Fifteen rowers represented Denmark. It was the nation's first appearance in rowing. Denmark's debut was successful, especially in the coxed fours events, with the team winning a gold medal in the inriggers competition and a bronze in the outriggers.
Sailing
Three sailors represented Denmark. It was the nation's first appearance in sailing. Denmark sent only one boat, which took the silver medal in the six metre class.
Shooting
Fourteen shooters represented Denmark. It was the nation's fourth appearance in shooting, in which Denmark had competed each time the nation appeared at the Olympics. Madsen and Niels Larsen took second and third, respectively, in the 300 metre free rifle from three positions to take the nation's only individual shooting medals in 1912; both were also on the six-man team which earned a bronze medal in the team rifle competition. They were the first medals won by Denmark in shooting since 1900.
Swimming
One swimmer competed for Denmark at the 1912 Games. It was the third time the nation had competed in swimming. Hedegaard was unable to advance out of the first round in either of his two events. Ranks given for each swimmer are within the heat. ; Men
Tennis
Ten tennis players, including one woman, represented Denmark at the 1912 Games. It was the nation's debut appearance in tennis. The lone Danish woman was also the lone Danish medalist, taking the silver medal in the indoor singles. She, along with Larsen, advanced to the quarterfinals in the indoor mixed doubles event as well. None of the other players advanced past the round of 16. ; Men ; Women ; Mixed
Wrestling
Greco-Roman
Denmark sent nine wrestlers in 1912. It was the nation's second Olympic wrestling appearance. Two of the three Danish bronze medalists returned in 1912. Andersen, the middleweight, was not as successful as four years earlier; he lost his first two matches to be eliminated at 26th place. Jensen, on the other hand, matched his prior bronze with another. He won his first three matches before taking his first loss to Saarela. In a loser-out fifth round match against Backenius, Jensen won and advanced to the medal round. There, he again faced Saarela; a second loss to the Finn put Jensen in a match against Olin. The winner of this match would face Saarela in the final while the loser would take the bronze medal. Olin turned out to be too much for Jensen, who finished the tournament with the bronze. Four other Danes advanced to the fifth round before receiving their second loss and elimination. The team overall went 15-17 in the elimination rounds and 0-2 in the medal round.