Denmark, satellite image. North is at top. Denmark is located in northern Europe. Its only land border is with Germany in the south (shaded). Mainland Denmark is known as Jutland. There are two major islands to the east of the mainland, these are Funen and Zealand. Denmark's capital city Copenhagen, is on the eastern coast of Zealand which is a short distance from Sweden (masked area, top right). The Baltic Sea extends east from Zealand (bottom right).