Frederiksen defended US President Joe Biden as "very loyal" to Europe even though the United States and Australia stripped European Union member France of a submarine contract.

Copenhagen's stance contrasted with the tone in Tuesday's meeting in Brussels, where most European diplomats expressed solidarity with Paris even if several warned against a rift with Washington.

"I think it's important to say -- given the talks going on in Europe right now -- that I see Biden as very loyal to the transatlantic alliance," Frederiksen said in an interview with Danish daily Politiken from New York.

"And in general, we should not turn concrete challenges, which will always exist between allies, into something they should not be. I would very much warn against this," she added.

Asked whether she understood the criticism coming out of Paris and Brussels, the Danish leader replied: "No, I don't understand it, I don't understand it at all."

"That doesn't mean that we in the Danish government necessarily agree with the US on everything, and we also said that we would have liked to see a different exit from Afghanistan, but I feel absolutely no frustration with the new US adminstration."

Denmark has long been a loyal US ally. It has sent troops to Iraq and Afghanistan, and regularly prioritises its NATO commitments over Europe on defence issues.

"There is no doubt that Joe Biden is distancing the US' foreign policy from a very isolationist position," she said, alluding to the America First policies of Biden's predecessor Donald Trump.

Washington was moving "to once again take on the role of world leadership, a role only the United States can take on," Frederiksen added.

"And if the United States doesn't do it, no one else can take their place," she said.