There is The European Association for People Management (EAPM), although I don't know much about them. You may find, that CIPD is well known in Denmark, as it has a strong international brand nowadays. Contact them directly and I'm sure they'll be able to provide you with more details.

Hey Michelle, as Agnes said EAPM database of HR association members will help you find the Danish HR Association. I would also advise you, if you hold a UK or CIPD qualification, you may want to get them evaluated from the Danish Agency for Science and Higher Education evaluation body, so Danish employers can read your UK or other credentials. This will give you a better standing in the Danish job/education market.

Hi Michelle, did you get some information that helped you here? I'm looking for the same type of information as we have just set up in Denmark and looking to make our first hire.