"I take very seriously Russia's unacceptable violation of Danish airspace. It is absolutely essential that everybody -- including Russia -- respects the ground rules and international principles," Foreign Minister Jeppe Kofod said in a statement.

"That message has been relayed to the Russian ambassador today. It has been made clear that this must not happen again."

NATO also denounced Russia's aggressive behaviour.

The incident, which occurred on Friday over the Danish island of Bornholm in the Baltic, was "the first of this kind for several years and indicates a new level of Russian provocative behaviour," NATO said in a statement.

The Alliance said a US B52 bomber was intercepted by a Russian Su-27 fighter and followed well into Danish airspace over the island, "committing a significant violation of airspace of a NATO nation."

The US aircraft was taking part in a training activity in which six B52 aircraft flew over all 30 NATO member nations in a single day, accompanied by and training with around 80 fighter aircraft from across the Alliance.