Europe's alliance with the US through NATO has been shaken by President Donald Trump's threat to seize Greenland from Denmark, which he has since rowed back.

But NATO chief Mark Rutte told EU lawmakers on Monday to "keep on dreaming" if they thought Europe could defend itself without the US.

In response to Rutte's comments, Frederiksen conceded it would be "extremely difficult" for Europe to defend itself right now.

"Because when you look at intelligence, nuclear weapons, and so on, we depend on the US," she said at Sciences Po university.

"But I think we're able to do more than what is being said publicly right now."

As for a 2035 target to ramp up spending on NATO, she said: "I'm sorry to say it would be too late."

"I think rearming ourselves now is the most important thing."

NATO members committed to raising defence and security spending last year to 5 percent of their economic output, following on from an earlier target of 2 percent by 2024, after pressure from the US government.

Fredriksen said Europe had made a "big mistake" by cutting military budgets in the past.

Frederiksen, along with Greenland's premier, was due to meet French President Emmanuel Macron later on Wednesday.