Central and West Jutland Police confirmed the forensic tests via a press statement.
The wolf was shot in a field near the town of Ulfborg in the Danish countryside on April 16th.
Controversy over the issue grew after broadcaster DR later published a video of the shooting.
In the video, a shot appears to be fired from a parked car, one of which hits the wolf as it runs past on the field.
The matter is further complicated by reports by DR that the shooting took place on land owned by Steffen Troldtoft, a former parliamentary candidate with the Liberal Alliance party, a member of Denmark's tripartite coalition government.
A close family member of Troldtoft's is reported to have fired the shots at the animal. Wolves are a protected species in Denmark.
The shooter, a 66-year-old man, has been accused of breaking hunting laws. He denies the charge.
Police will now use results from the forensic examination, the video and witness statements to investigate the case.
Results from the tests are expected in May, according to Central and West Jutland Police.
Troldtoft told Ritzau he did not wish to comment.
The Ulfborg wolf was previously tested at DTU's veterinary institute in Copenhagen, shown here. Photo: TYCHO GREGERS/Ritzau Scanpix