The island of Bornholm will be home for one male and six females of the species that was nearly wiped out in the last century.
They were taken to the island by ferry, officials said.
"They look very well," project manager Tommy Hansen told the BBC.
Denmark hopes the bison will improve the island's biodiversity by conserving meadows, as they like to eat tree bark which keeps the forest back, and that their numbers may grow and increase tourism on the island.
The 20th century's two major wars were devastating for Europe's bison, as they were hunted for meat in countries hit by widespread hunger, leaving just an estimated 800 animals in the wild, mostly in the Bialowieza forest that straddles Belarus and Poland.
The European bison is Europe's heaviest land mammal, with adults reaching 10 feet in length and weighing as much as 2,000 pounds.
The Bornholm bison will live in a 500-acre enclosure, with the hope in about five years' time they will be released into the wild.
"We need to see how they deal with people walking around and in cars, and see if they do help the environment," Hansen said.