• Monarch – Christian X^[1]
• Prime minister – Thorvald Stauning

• 31 August – Karen Blixen returns to Denmark after living 28 years in Kenya, settling at her native Rungstedlund.^[2]

Music edit

• 14 August – Premiere performance of Carl Nielsen's Commotio, the composer's last major work, in Aarhus Cathedral.

Cycling edit

• 21–30 August – The 1931 UCI Track Cycling World Championships are held in Copenhagen
  • Willy Hansen wins gold in men's sprint.
  • Helger Harder, Willy Gervin and Anker Meyer-Andersen win gold, silver and bronze in men's sprint at the Amateur event.
• 26 August – Henry Hansen wins gold in Amateur Road Race at the 1931 UCI Road World Championships.

Football edit

• Frem wins their second Danish football championship by winning the 1930–31 Danish Championship League.
• 4 August – Holbæk B&I is founded.

• 7 July – Palle Kjærulff-Schmidt, film director and screenwriter (died 2018)
• 15 December – Klaus Rifbjerg, writer (died 2015)

January–March edit

• 16 January – Carl Hansen Ostenfeld, botanist (born 1873)
• 18 February – Peter Elfelt, photographer (born 1866)

April–June edit

• 15 April – Knud V. Engelhardt, industrial designer (born 1882)
• 4 May – Christian Klengenberg, whaler, trapper and trader (born 1869)
• 7 June – Arnold Krog, designer (born 1856)
• 17 June – Holger F. Struer, chemist and company founder (born 1846)

July–September edit

• 8 August – Einar Hein, landscape painter associated with the "Skagen Painters" (born 1875)
• 23 September – Asger Skovgaard Ostenfeld, engineer (born 1866)

October–December edit

• 3 October – Carl Nielsen, composer (born 1865)
• 20 December – Edvard Brandes, politician, author and editor (born 1847)