In Copenhagen there was a demonstration train with about 1,200 people from Österbro where the US embassy is located at Christansborg Palace, reports the DR.
"It went quietly," said commanding officer Henrik Svejstrup.
Even in central London, thousands of people demonstrated on Sunday afternoon, the BBC reports.
People squatted at Trafalgar Square and sang "No Justice, No Peace," according to British news agency Reuters. They then marched past Parliament and ended at the US Embassy in Battersea.
In the capital of Germany, Berlin demonstrated hundreds of people with placards and frames demanding justice for George Floyd, Reuters reports.