Prime Minister Mette Frederiksen warned the continent is facing the "most difficult and dangerous situation" since the World War II, as she hosted a gathering of fellow EU leaders in Copenhagen.

"I hope that everybody recognises now that there is a hybrid war," Frederiksen said ahead of the meeting.

"One day it's Poland, the other day it's Denmark, and next week it will probably be somewhere else that we see sabotage, or we see drones flying."

The Danish leader warned: "From a European perspective, there is only one country that is willing to threaten us, and it is Russia -- and therefore we need a very strong answer."

EU leaders will discuss bolstering Europe's defences and Ukraine's financial firepower at the summit, taking place under heightened security after unidentified drones shut down Danish airports and flew near military sites in the country.

No culprit has been definitively named but suspicions have pointed at Russia, with Frederiksen again suggesting on Wednesday that Moscow was behind the incidents.

"It is a part of the nature of a hybrid war to do exactly what's going on in Europe right now," she told journalists.

The drone incidents in Denmark have sharpened the focus on the chinks in Europe's defences after high-profile air incursions by Moscow in Poland and Estonia.

EU leaders meeting in the Danish capital are looking to flesh out details for priority projects, including a "drone wall" aimed at countering Russia's threat.

Frederiksen warned however there was no silver bullet to end all malicious activities by Russia.

"I want us to re-arm. I want us to buy more capabilities. I want us to innovate more," she said.

"But I don't think we will ever reach a conclusion where no drones are flying into Europe or no sabotage will be seen."