• Monarch – Christian VII^[1]
• Prime minister – Andreas Peter Bernstorff

• 5 June – The Copenhagen Fire of 1795 breaks out around 3 p.m. at the Navy’s old base at Gammelholm.
• 7 June – The fire dies out around 4 p.m. It has destroyed 941 houses and made homeless around 6,000 residents.

Undated edit

• The Leda and the Swan statue in Copenhagen Harbour is dismantled.

• 16 January – Carl Christian Rafn, historian, translator and antiquarian (died 1864)
• 4 May - Annestine Beyer, reform pedagogue and pioneer on women's education (died 1884)
• 30 August – Poul Sporon, lawyer (died 1854)
• 8 December – Peter Andreas Hansen, astronomer, Copley Medal recipient in 1850 (died 1874)
• 9 December – Mathias Lüttichau, Danish Minister of War (died 1870)
• 13 December – Just Mathias Thiele, writer and art historian (died 1874)
• 31 December – Carl Peter Holbøll, naval officer and Greenland explorer (died 1856)

• 3 January – Hans Næss, architect (born 1723)
• 20 July – Niels Lunde Reiersen, government official businessman (born 1742)
• 17 August – Friderich Christian Hager, governor of the Danish Gold Coast (born 1756)
• Caroline von Schimmelmann, favorite (born 1730)