"If you have the gender X in your passport, or if you have changed gender, you are advised to contact the US embassy before you travel for information about what applies to you," the Danish foreign ministry said in a statement to AFP.
The recommendation was displayed on Denmark's US travel advisory on the foreign ministry's website.
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Germany recently issued a similar US travel advisory.
In his inauguration speech, US President Donald Trump said his government would only recognise two genders: male and female.
Concerned about the consequences this could have on travellers, the LGBT+ Danmark association told Danish Radio IIII it had contacted the Danish foreign ministry to ask it to modify its travel advisory for the United States.
"We are worried that people could be stopped at the airport and refused entry, or that something inappropriate and uncomfortable could happen at the airport," said Susanne Branner Jespersen of LGBT+ Danmark.
Since his return to the White House, Trump has targeted the transgender community.
He has signed executive orders banning trans athletes from women's sports, excluding transgender people from the US military, and restricting gender-transition procedures for people under the age of 19.
According to the Danish foreign ministry, no Danes have been turned back at the US border since the Trump administration came to power in January.
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