The informal summit took longer than expected and the closing press conference will possibly be held later on Wednesday evening, after the EU leaders' dinner with the Danish king.
On the summit's agenda were discussions about support for Ukraine and how the member states' armament can be accelerated.
Several EU leaders see it as Russia waging a hybrid war against Europe.
Russian drones have recently made incursions into Polish and Romanian airspace, Russian fighter jets have flown over Estonia, and Russia is suspected of being behind sabotage in Europe.
Denmark has been forced to temporarily close airports in recent weeks due to unknown drones in the airspace. Who is behind it has not been established.
It is part of the nature of hybrid warfare that the enemy does not reveal itself, says Frederiksen.
The President of the European Commission, Ursula von der Leyen, and the Estonian Prime Minister, Kristen Michal, say that Russia is testing the EU's determination.
A drone wall
The EU's goal is for Europe to have sufficient military strength by 2030 to be able to deter Russia from starting new wars.
However, it is NATO that leads Europe's defense and the military armament is the responsibility of the member states. But the EU supports the armament through cheap loans, by allowing larger national budget deficits and facilitating defense industrial cooperation.
The summit discussed which defense projects should be prioritized and how the member states' defense preparations along the eastern flank can be supported.
The European Commission has proposed a "drone wall", a system for detecting and combating drones, as a priority.
Hungary is blocking
The leaders also discussed long-term support for Ukraine.
The Commission has proposed that Ukraine should be able to take interest-free loans from the Russian assets frozen in the EU. It is estimated to be around 140 billion euros.
Several countries, such as Belgium, have been critical and pointed to the risk of claims for damages from Russia and that foreign investors will be scared away from the EU.
But the President of the European Commission sees an opening.
There is a growing consensus that it is not just Europe's taxpayers who should bear the support for Ukraine, says von der Leyen.
The summit was also to discuss how to get Ukraine's negotiations on EU membership going. They are being blocked by Hungary, which does not want to let Ukraine in.
Membership means that war comes into the EU and that money from the EU goes to Ukraine, says Hungarian Prime Minister Viktor Orbán.
An idea that would be tested at the meeting is that decisions to open different negotiating chapters are taken with a qualified majority instead of with unanimity.
Orbán rejects the idea and points out that there are strict legal procedures that the EU should continue to follow.
