South Jutland Police said that the threat was phoned in at 1.29pm via the municipality's citizen services office.
An employee from the office told broadcaster DR that the woman who called in the threat spoke Danish with an accent and made reference to her status as a refugee. Police did not immediately confirm that report.
The city's mayor, Thomas Andresen, said the evacuation went smoothly.
“The evacuation went as it should and part of the town hall has been opened again,” he told DR.
According to police, bomb-sniffing dogs were to first investigate the town hall and then the police station.
Local newspaper JydskeVestkysten reported that the town's library and other building's adjacent to the police station were also cleared.