Police in soutern Jutland, on Funen, in the southern Zealand area and in Greater Copenhagen are warning people to remain indoors during the storm.
Gusting winds are causing "deadly" situations as they pick up objects and create the potental for falling trees and roofing tiles.
A number of trees have already fallen and there are reports of roofs of pubic buildings, including Lyngby Station, beign ripped off.
Most public transit has either been stopped or operating irregularly.
Updates to follow
