1866 in Denmark

31 May – The Royal Horse Guards regiment is discontinued.

• 4 June – The June 1866 Danish Folketing election takes place.

• 22 August – SS Ottawa departs from Copenhagen as the first emigration ship between Copenhagen and New York City.

• 7 September – The engagement of Princess Dagmar and Grand Duke Alexander Alexandrovich is celebrated at the royal court at Christiansborg Palace.^[2]
• 22 September – Princess Dagmar leaves Copenhagen on board the steam ship Slesvig.^[2]

• 12 October – The October 1866 Danish Folketing election takes place.
• 20 October –Københavns Roklub is founded.

• 1 January – Peter Elfelt, photographer (died 1931)
• 19 January –Carl Theodor Zahle, politician (died 1946)
• 16 February –Charles Brun, politician (died 1919)
• 25 February –Hans Peter Prior, industrialist (died 1936)

• 5 May – Thomas B. Thrige, industrialist (died 1938)
• 19 June –Sabine Helms, botanist (died 1929)

• 3 July – Albert Gottschalk, painter (died 1906)
• 15 July – Adolph Jensen, economist and statistician (died 1948)
• 31 August – Georg Jensen, goldsmith, designer (died 1935)
• 10 September –Jeppe Aakjær, writer (died 1930)

• 6 October –Nina Bang, politician (died 1928)
• 19 de noviembre – Georg Carl Amdrup , almirante, explorador polar (falleció en 1947 )
• 7 de diciembre : Magnus Bech-Olsen , luchador y director de circo (fallecido en 1932 ).
• 18 de diciembre – Holger Nielsen , esgrimista (falleció en 1955 )