1866 in Denmark

May

31 May – The Royal Horse Guards regiment is discontinued.

June

• 4 June – The June 1866 Danish Folketing election takes place.

August

• 22 August – SS Ottawa departs from Copenhagen as the first emigration ship between Copenhagen and New York City.

September

• 7 September – The engagement of Princess Dagmar and Grand Duke Alexander Alexandrovich is celebrated at the royal court at Christiansborg Palace.^[2]
• 22 September – Princess Dagmar leaves Copenhagen on board the steam ship Slesvig.^[2]

October

• 12 October – The October 1866 Danish Folketing election takes place.
• 20 October – Københavns Roklub is founded.

January–March

• 1 January – Peter Elfelt, photographer (died 1931)
• 19 January – Carl Theodor Zahle, politician (died 1946)
• 16 February – Charles Brun, politician (died 1919)
• 25 February – Hans Peter Prior, industrialist (died 1936)

April–June

• 5 May – Thomas B. Thrige, industrialist (died 1938)
• 19 June – Sabine Helms, botanist (died 1929)

July–September

• 3 July – Albert Gottschalk, painter (died 1906)
• 15 July – Adolph Jensen, economist and statistician (died 1948)
• 31 August – Georg Jensen, goldsmith, designer (died 1935)
• 10 September – Jeppe Aakjær, writer (died 1930)

October–December

• 6 October – Nina Bang, politician (died 1928)
• 19 November – Georg Carl Amdrup, admiral, polar explorer (died 1947)
• 7 December – Magnus Bech-Olsen, wrestler and circus manager (died 1932)
• 18 December – Holger Nielsenm, fencer (died 1955)