The three young men hoped to sneak roman candle fireworks into the Ceres Park & Arena stadium by hiding them in their footwear, according to police.
The roman candle firework type is banned in some countries, including the Netherlands and Finland, due to high accident rates connected to users not knowing how to set them correctly.
According East Jutland Police's daily report, the fireworks were discovered after the carriers found it difficult to fit them into their shoes, given the amount of space already taken by their feet.
A 16-year-old was caught with the fireworks on the Åboulevarden street in Aarhus city centre, while a 19-year-old was spotted taking his shoes off and throwing them over the stadium fence. Fireworks were found in the shoes.
Three individuals were caught with the pyrotechnics in total.
All three are to be charged with breaching fireworks regulations.
AGF lost the match against their rivals from Copenhagen by one goal to nil.