Investigators said the boys, from Nykobing Falster, escaped the 24-hour care facility through a window and stole the keys to a Toyota Aygo that belongs to the facility, The Copenhagen Post reported Tuesday.
Henrik Karlsen, a spokesperson for Southern Zealand and Lolland-Falster Police, said the boys made it about 1.8 miles before they were stopped by a man who called police.
Karlsen said the boys were careful drivers.
"The boys told the police officer that they stopped every time there was a red light," Karlsen said.
He said the boys were likely aided in the stunt by the fact that one of them is tall for his age.
Karlsen said no official punishments are being planned for the boys.