Villy Sovndal said he recently told U.S. officials it was "not Denmark's job," The Copenhagen Post reported Thursday.
Sovndal had previously agreed that Denmark should accept people held at the U.S. military base in Cuba to help empty the prison.
"I think we should help (President Barack) Obama solve a problem that he inherited from his predecessor. Everyone should help clean up after this sad chapter in history," Sovndal said in 2009.
Four years after Obama's election, however, Guantanamo still holds 167 prisoners, of whom the United States says 56 could be released but who cannot go back to their home countries because of ongoing conflict there.
In a meeting Wednesday with American diplomats in New York, however, Danish envoys turned down a request to take some of the prisoners.
Explaining the change of mind, Sovndal said "I don't think it is a Danish job and this is broadly supported in Parliament."
Danish forces in Afghanistan have incurred high casualties.
Several European Union countries have accepted about 40 prisoners.