• Monarch – Christian IX^[1]
• Prime minister – Tage Reedtz-Thott

• 1 April – The political struggle between Landstinget and Folketinget culminates with the government's dissolution of Rigsdagen and the adoption of a temporary national budget.^[2]
• 22 June – Opening of the 1895 Copenhagen Women's Exhibition.^[3]

• 15 October – Kolding IF is founded.

Date unknown edit

• Christian Ingemann wins a silver medal in men's sprint at the amateur event of the 1895 ICA Track Cycling World Championships.

• 21 February – Henrik Dam, biochemist and physiologist (died 1976)
• 24 March – Else Schøtt, operatic soprano (died 1989)
• 9 July – Gunnar Aaby, footballer (died 1966)
• 25 July – Ingeborg Spangsfeldt, actress (died 1968)
• 17 September – Princess Margaret of Denmark (died 1992)
• 4 October – Jens Søndergaard, painter (died 1957)^[4]
• 5 October – Marie Gudme Leth, textile printer (died 1997)
• 10 November – Kjeld Ammentorp, businessman (died 1975)

• 1 January – Niels Peder Christian Holsøe, architect (born 1826)
• 28 August – Clara Andersen, dramatist and novelist (born 1826)
• 2 November – Carl Frederik Aagaard, painter (born 1833)
• 4 December – Johannes Helms, writer and schoolmaster (born 1828)