Drones have been seen near military facilities including Denmark's largest, following a series of incidents that caused air disruption earlier this week.
The devices were observed above Karup airbase, among others, forcing it to briefly close its airspace to commercial traffic. Possible sightings were also reported in Germany, Norway and Lithuania.
It is the latest in a string of suspicious drone activity in Denmark, raising concerns about the nation's vulnerability to aerial attack and sparking fears of potential Russian involvement.
Danish authorities said Thursday's incursions appeared to be a hybrid attack, but cautioned that they had no evidence to suggest Moscow was behind it.
Friday's incident took place around 20:15 local time (18:15 GMT) and lasted several hours, duty officer Simon Skelsjaer told news agency AFP. He said police could not comment on where the drones had come from as they had not shot them down, adding that police were co-operating with the Danish military in their investigation.
Though civil airspace above the base was briefly closed, it had no impact because no commercial flights were scheduled in the area at the time, Skelsjaer said.
The Danish Defence Ministry confirmed that drones were sighted near multiple military installations overnight, but did not specify which ones. It said it would not comment further.
Some 3,500 people work at Karup airbase, which is home to all of the Danish Armed Forces' helicopters, airspace surveillance and parts of the Danish Defence Command.
The incursions come just days after drones over Danish airports - some of which also housed military facilities - forced airports to shut down and close their airspace.
Germany's interior ministry said it was investigating after several drones were spotted on Friday over Schleswig-Holstein, the region that borders Jutland, the part of Denmark on the European mainland that is home to Karup airbase and the airports affected by Wednesday's incursions.
Meanwhile, Police in Norway told state media they were investigating possible drone sightings at Orland airbase, to the west of the country, where its F-35 fighter jets are stationed. Drone activity also delayed flights on Friday at Vilnius airport in Lithuania, which shares a land border with Russian territory, according to state media.
There are suspicions that Wednesday's wave of drone incursions may have been part of a Russian strategy of indirect aggression towards NATO states supporting Ukraine in its war with Russia - though this connection has not been proven.
The Russian embassy in Copenhagen has denied absurd speculations of its involvement in what it described as staged provocations. Denmark's defence minister said the hybrid attack was the work of a professional actor but appeared to have been launched locally.
A hybrid attack uses a mix of military and non-military tactics and is designed to interfere with a nation's infrastructure or institutions.
Russia has been accused of conducting hybrid attacks in the past, and Europe has been on high alert after several NATO member states reported Russian incursions in their airspaces.
Danish Prime Minister Mette Frederiksen stated that Russian involvement could not be ruled out in the recent drone activities, while Kremlin spokesman Dmitry Peskov has called the allegations unfounded.