But if you hear a loud siren go off on Wednesday, just stay calm. It's all part of the plan.
The alarm you are likely to hear on Wednesday is not a sign of imminent danger but rather an annual exercise carried out by the Danish Emergency Management Agency (Beredskabsstyrelsen - DEMA).
Every year since 1994, DEMA has tested the nation's siren warning system on the first Wednesday of May at 12pm.
DEMA's system encompasses 1,078 sirens that cover around 80 percent of the population.
“The sirens are just one part of our whole warning system. There are several ways for authorities to reach residents in emergency situations, including the media, and social media channels like Twitter and Facebook,” Colonel Henrik Andersen from DEMA told The Local ahead of last year's test.
DEMA also has an app that can send warnings directly to residents' phones, but Andersen said that there are still clear advantages to the sirens.
“It's an old school system but it still has a clear function. Technology can go down, but the siren system is on an independent power supply allowing it to work even during a power outage,” Andersen added.
There is no need to react when the alarms go off on Wednesday, but in a real emergency, DEMA says that residents should go inside when they hear the signals, close all doors and windows, turn off ventilation systems and turn on either public broadcaster DR or TV2 for further instruction.
There will be two signals on Wednesday. The first is a sound that rises fast and then slows down gradually. It will be sounded four times over a period of 45 seconds and then repeated.
The second signal will be one long uniform tone lasting 45 seconds to signal that the danger – or in this case, the harmless test – is over.
You can hear the signals here.