“We have long been looking forward to receiving this first batch of vaccines and therefore to be able to send them out to the Danes,” the agency's director Henrik Ullum told the country's Ritzau news agency.
“It is absolutely great that we now can soon aim a direct blow at the coronavirus by treating it actively and immunising people so that they do not get sick.”
The delivery of 9,750 doses arrived in a truck from Pfizer's distribution centre in Belgium, and was split into smaller deliveries before being sent out to the regions.
The first Danish citizens to receive a dose, all residents at five different elderly care homes, will receive their first injections at 9am on Sunday morning.
Selected staff members at elderly care homes are next in line to be vaccinated.
The first delivery will be sufficient only to vaccinate about 5,000 Danish citizens, with each recipient receiving two doses with an interval of three weeks between them.
In the coming week, Denmark is set to receive a further 38,025 doses, after which about 48,000 doses a week will be delivered.
The country has requested sufficient doses to vaccinate 1.5m Danish citizens with the Pfizer vaccine.
On December 21st, the Pfizer/BioNTech vaccine became the first vaccine to be approved by the European Medicines Agency.
Every Danish citizen over the age of 18 is expected to eventually be offered the vaccine, but it is up to each individual whether they decide to receive it.