The decision is a reaction to a rights agreement that Danish filmmakers and producers entered into in January.
The new agreement makes it too expensive to record in Denmark, Netflix believes in a statement.
At the end of May, Danish politicians also decided that all global streaming services operating in the country should set aside six percent of turnover for a special cultural contribution.
The money will be used to create Danish content.
The Danish decision is in turn based on a law that was hammered through in the EU in 2018 and which requires global streaming services to have at least 30 percent European content in order to be licensed to operate in Europe.