Denmark has previously won a medal at the Winter Games, in Nagano in 1998 when it won silver in the women's curling tournament.
Hald Thorup finished second, beaten only by Dutchman Jorrit Bergsma. Third was Italian Andrea Giovannini.
The mass start was included in the speed skating Olympic program in 2018 and is contested over 16 laps, a total of 6,400 meters.
Hald Thorup has also been chosen to carry the Danish flag at Sunday's Olympic closing ceremony.
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