In the wake of the Cold War, Denmark has been active in international efforts to integrate the countries of central and eastern Europe into the West. It has played a leadership role in coordinating Western assistance to the Baltic states (Estonia, Latvia, and Lithuania). The country is a strong supporter of international peacekeeping. Danish forces were heavily engaged in the former Yugoslavia in the UN Protection Force (UNPROFOR), as well as in NATO's Operation Joint Endeavor/Stabilization Force in Bosnia and Herzegovina (IFOR/SFOR) and the Kosovo Force (KFOR).

Denmark has been a member of NATO since its founding in 1949, and membership in NATO remains highly popular. There were several serious confrontations between the U.S. and Denmark on security policy in the so-called "footnote era" (1982-88), when a hostile parliamentary majority forced the government to adopt specific national positions on nuclear and arms control issues. With the end of the Cold War, however, Denmark has been supportive of U.S. policy objectives in the Alliance.

Danes have had a reputation as "reluctant" Europeans. When they rejected ratification of the Maastricht Treaty on June 2, 1992, they put the European Community's (EC) plans for the European Union on hold. In December 1992, the rest of the EC agreed to exempt Denmark from certain aspects of the European Union, including a common defense, a common currency, EU citizenship, and certain aspects of legal cooperation. On this revised basis, a clear majority of Danes approved continued participation in the EU in a second referendum on May 18, 1993, and again in a referendum on the Amsterdam Treaty on May 28, 1998.

Since September 11, 2001, Denmark has been highly proactive in endorsing and implementing United States, UN, and EU-initiated counter-terrorism measures, just as Denmark has contributed substantially to the International Security Assistance Force (ISAF) in Afghanistan and the neighboring countries. In 2003, Denmark was among the first countries to join the "Coalition of the Willing" and supplied a submarine, Corvette-class ship, and military personnel to the coalition's effort in Iraq to enforce UN Security Council Resolution 1441. Since that time it has provided 500 troops to assist with stabilization efforts in Iraq.