During the 45-minute conversation, she referred to what Greenland's Prime Minister Múte Bourup Egede said about Greenland not being for sale.
"The Prime Minister has made it clear that it is up to Greenland itself to make a decision on independence," the Prime Minister's office writes in a press release.
Donald Trump has announced that he wants to take control of Greenland. He has also said that a military intervention is not ruled out.
The conversation also dealt with, among other things, the security situation in the Arctic.
"The Prime Minister emphasized during the conversation the importance of strengthening security in the Arctic and that the Kingdom of Denmark is ready to take greater responsibility for this," the Government Offices writes in the press release.
Frederiksen and Trump have agreed to continue the dialogue between them.