The accident, which also injured 16, happened when a container came loose from a cargo train in strong winds and hit a passenger train travelling eastwards on the box-girder bridge section of the crossing.
The Great Belt Bridge connects the islands of Zealand, where Copenhagen is located, and Funen.
“It is likely that the tether (of the container) to the trailer had not been secured like it should,” the country's Accident Investigation Bureau said in a preliminary report published Thursday.
It also found that high winds were strong enough to have dislodged the container.
“The wind was sufficient to overturn the trailer that day. We are relying on other observations such as the sparks and the discovery of detached pieces,” said Bo Haaning, of the accident investigation office, speaking on public television.
The inquiry found that two other containers had not been attached properly and had moved.