The film, broadcast Sunday on the BBC and Nordic television channels, features an unemployed Danish chef on a disability allowance and a former French legionnaire turned actor. They managed to infiltrate North Korea's secretive networks over close to a decade.
In a statement, Denmark and Sweden's foreign ministers said they were “deeply concerned by the contents of the documentary called The Mole, which concerns a number of activities related to the DPRK (North Korea).
“In response to these concerns, we have decided to task our missions to the UN with bringing the documentary to the attention of the UN Sanctions Committee. We will also raise the issue in the EU,” the statement read.
In the documentary, the former chef Ulrich Larsen sets out to prove that North Korea is dodging international sanctions.
North Korea is under a UN arms embargo that prohibits the exports of weapons to and imports of weapons from the country.
Former chef Ulrich Larsen shakes hands with Alejandro Cao de Benós. Photo: Piraya Films
After founding the Danish branch of the Korean Friendship Association, Larsen gains the confidence of the pro-Pyongyang group's Spanish leader, Alejandro Cao de Benos.
A staunch communist, Cao de Benos is known in Spain for regularly defending North Korea, a country long criticised for its human rights violations and nuclear tests.
Playing on his supposed devotion to the secretive regime, Larsen ends up setting up a mission to Pyongyang aimed at offering lucrative investments linked to weapons or drug trafficking to North Korean authorities.
In so doing, he gets the help of documentary maker Mads Brugger and an actor, Jim Latrache-Qvortrup, playing the role of a rich, unscrupulous businessman.
The mission succeeds in having a fake contract signed for an underground arms factory on an island in Uganda, via a triangular deal involving the sale of petrol by a Jordanian businessman.
The documentary is filmed partly using hidden cameras.
It also shows the North Korean ambassador in Stockholm appearing to approve the arms factory project.
“We take the content of the documentary very seriously as it raises a number of deeply problematic questions and concerns,” said the joint statement from Denmark and Sweden.