Danish police said they had arrested four people on Thursday at different addresses near Copenhagen on suspicion of having been recruited by the militant group Islamic State (IS) in Syria to commit terrorist violence.
Ammunitions and weapons were found in a connected search, the police said.
"All four suspects are accused of having violated the penal code … by allowing themselves to be recruited by IS in Syria to commit terrorists acts," a statement by Copenhagen police said.
Neighboring Sweden on Thursday charged a 20-year-old man with terrorism for allegedly building a suicide bomb with the intent of staging an attack in Sweden.
The Danish arrests were part of a joint effort by police and the intelligence service PET to combat the enlisting of people by terrorist groups in war-torn areas of Syria and northern Iraq, the statement said.
The police operation was still going on and further arrests could not be ruled out, Chief Superintendent Poul Kjeldsen told a televised news conference.
The police would not provide more details on the identity of, or suspicions, about the four, who will appear before a judge for a preliminary hearing on Friday.
The prosecution had requested that Friday's hearing be closed to the public, Kjeldsen said.
More than 125 people from Denmark are believed to have joined IS after going to Syria and Iraq, PET said in October, adding that at least 27 of them had died there.
"We know that people who have fought for IS in Syria or Iraq may pose a specific security threat against Denmark," Justice Minister Soren Pind said in statement shortly after the arrests.
Only one person, a 23-year-old man, has previously been charged with being recruited for terrorist acts under the same section of the Danish penal code. He was charged in December and his trial is expected to begin in May.
Danish authorities have been on high alert since two people were killed in shooting attacks at a free speech event and a synagogue in Copenhagen in February last year.
Islamic State claimed responsibility for suicide bomb attacks that killed 32 people in Brussels last month and attacks in Paris in November that killed 130 people.