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Danish broadcaster TV2 released an image on its website of Puigdemont being surrounded by reporters after his plane landed in Copenhagen Airport.
A source in his entourage also confirmed his arrival in the Danish capital.
Puigdemont is to take part in a debate on Catalonia at the University of Copenhagen later Monday.
His trip comes a day after Spain’s prosecution service said it would “immediately” have a supreme court judge issue a warrant for his arrest if he travels to Denmark, and urge Copenhagen to hand him over.
Puigdemont fled to Belgium in late October after Madrid sacked his cabinet over their breakaway attempt, but is eyeing a return to power after pro-independence parties won an absolute majority in regional elections in December.
Spanish Supreme Court Judge Pablo Llarena had dropped a European arrest warrant for Puigdemont and four of his deputies who fled to Belgium in early December, saying it would complicate the overall probe into the region’s leaders.
At home, however, he risks arrest on charges of rebellion, sedition and misuse of public funds.
On Monday, the speaker of the Catalan parliament is due to announce his candidate to become the president of the region.
Puigdemont is the favourite, but wants to govern the region from exile in order to avoid arrest if he returns to Spain.
Spanish Prime Minister Mariano Rajoy reiterated Saturday that governing Catalonia from abroad would be “illegal”.
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