The move comes after two Swedes were charged with being involved in an explosion outside the Danish Tax Agency in August.
Prime Minister Mette Frederiksen said at the time that the government was considering strengthening controls at its border with Sweden.
Denmark is connected to Sweden via the Oresund bridge across a 10-mile strait. Thousands of citizens from the two countries commute across the border daily by train and car. Both countries are members of the European Union.