Three arrested at Danish Palestinian solidarity demo
Local media reported that some 4,000 people took part in the protest and a group of between 50 and 100 demonstrators started throwing rocks at both the embassy building and at police.
Police used tear gas and batons against the protesters.
Police inspector Paw Kaltoft told public broadcaster DR that police had arrested three people and while things had calmed down in the evening they would maintain a presence throughout the night.
Denmark's foreign minister Jeppe Kofod denounced the actions of some of the protesters.
"Everyone has the right to peacefully express themselves in Denmark," Kofod said in a post to Twitter, adding that the throwing of stones was "completely unacceptable".
The "Solidarity with Palestine" protest was held in response to the ongoing Israeli bombardment of the besieged Gaza Strip, which renewed on Monday after weeks of protests over attacks on worshippers and attempts to expel Palestinian families from their homes in occupied east Jerusalem.
Participants called on the Danish government to condemn the Israeli government.
At least 139 Palestinians, including some 40 children, have been killed by Israeli bombing in Gaza. Another 13 Palestinians have been killed by Israeli forces during protests in the occupied West Bank.