According to North Zealand Police, the seven and eight-year-olds came upon the dead body of a homeless man in the stairwell of a nearby car park.
The man had apparently been dead for a couple of days when he was found, police told local broadcaster TV2 Lorry.
One of the teachers accompanying the school children went in to a nearby supermarket and asked personnel to notify the police.
Police believe the man had likely been living in the stairwell for quite some time.
An autopsy revealed that the man's cause of death to be a blood clot.