The children were between one and two kilometres from the shore when emergency services were alerted just before 5pm, according to an East Jutland Police daily report.
But the rescue operation lasted just 17 minutes as the children managed to get back to the beach on their own, according to the Danish military’s daily report, which also gave account of the incident.
But the coastal rescue operation was one of three conducted on Wednesday, the military noted.
In Søndervig on the west coast, lifeguards rescued a person who had drifted to sea at the Hvide Sande beach.
A helicopter and the coastguard were also called to action at Vejers, a small resort town near Esbjerg, only to find that it was beach inflatables, rather than bathers, that had been dragged away from the coast.
The incidents give weight to a public call by lifeguards earlier this week for beachgoers to exercise caution when swimming off Danish coasts during the current hot weather spell.
“Offshore wind can be treacherous, because you don't notice it if you are sheltered by cliffs. Out on the water, things might seem mild and flat,” Michael Iwersen, an educator with coastal lifeguard corps Trygfonden Kystlivredning said.
“So you might be unaware that the wind can push someone in the water away from the coast,” Iwersen explained.
Offshore winds, forecast to occur in some coastal areas this week, mean that wind blows away from the shore, potentially dragging swimmers and inflatables with them.