The man who stole the vehicle was under the influence of narcotics at the time of the incident, reports news agency Ritzau.
Copenhagen Police confirmed that the man, aged 25, tried to drive through the fence of a psychiatric hospital in the Amager neighbourhood of the Danish capital.
He then drove towards the Christiania enclave before police were eventually able to halt the digger and arrest the man, according to the report.
Police told the news agency that they believe the man to have been under the influence of “intoxicating drugs” at the time of his arrest.
“We assess that he was under the influence of marijuana and will therefore take a blood sample,” duty officer Henrik Stormer told Ritzau.
The large plant machinery was reported stolen at 11:51 pm on Saturday.
“The man drove the digger around ond and a half kilometres south… he then drove into a fence at the Amager Psychiatric Centre,” Stormer said.
Encircled by patrol cars, the vehicle drove towards Christiania at around 30 kilometres per hour.
“We tried to stop it with spike strips but the tyres were too thick,” the police officer said.
“A small number of shots were also fired at the tyres of the loader… but this had no effect,” he added.
But police were eventually able to stop and arrest the man just outside Christiania.
The man, who was already known to authorities, has been detained in a psychiatric unit, police confirmed.