North Zealand Police believe that a woman was raped at Center Sandholm, an asylum centre in northern Zealand, just after midnight on Wednesday.
According to Ritzau, the Danish Red Cross, which operates the centre, reported the rape to police.
A 24-year-old man was arrested and will make a preliminary court appearance in Hillerød later on Wednesday.
“During the initial [police] hearing, he declared himself not guilty,” police spokesman Kent Rømer told Ritzau.
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The female victim was described as being slightly older than the suspect and both individuals are foreign nationals, although the police did not explicitly say if they were asylum seekers.
In September 2015, a stateless Palestinian who was due to be expelled from Denmark was arrested for trying to kill a Danish police officer in a stabbing attack at Center Sandholm, which is the nation's largest institution for asylum seekers.