20 people were arrested in a major anti-terror operation at several locations in the country, with a number of the arrested individuals suspected of terrorism offences.
Frederiksen said her government is closely following the matter, which she considers to be extremely serious.
The PM also said she was angry about the events.
“I am angry that there are people who want to harm Denmark. I am angry about the radicalization that we are also seeing in Denmark, and I am angry that there are people who so much as consider hurting other people,” she said.
Meanwhile Frederiksen commended police and intelligence services for their work on Wednesday.
“What we have seen here is extraordinarily good police work. It underlines the need for a strong police force and intelligence service, which has the tools and resources needed to look after people in Denmark,” she said.
Eight of the arrested individuals will appear for preliminary court proceedings beginning at 11:30am on Thursday, DR reports based on information from Copenhagen District Court and Copenhagen Police.
The remaining 12 will be released.
The eight individuals – two women and six men – will be charged under the most serious terror provisions in Denmark’s criminal code, for which the maximum punishment is lifetime imprisonment.
Police have not yet stated whether the arrested individuals are believed to have had plans for a terrorist attack against a specific target, or whether they had a broader plan to carry out an attack.
But Wednesday’s operations were a move against suspected preparations for a terrorist attack with a “militant, Islamist motive”, police confirmed at a Wednesday evening press briefing.
Opposition leader Jakob Ellemann-Jensen also said he was grateful for the police's efforts.
“20 arrests and searches indicates that this was quite extensive,” Liberal party leader Ellemann-Jensen said.
“This highlights what the intelligence services have been telling us for some time: that there are people who want to harm our society and damage Danish society,” he added.