The fleet includes two warships and two cargo vessels from each country, the Copenhagen Post said.
The original deadline of Tuesday to remove Syria's most dangerous chemical weapons was missed when Syrian officials failed to deliver the weapons to the Mediterranean port town of Latakia. The missed deadline was blamed on poor weather and security concerns.
Danish naval officials said the fleet won't enter Syrian waters until it receives approval from U.N. officials in Syria.
The removal of the chemical weapons is the first step in a deal brokered by the United States and Russia that called on the Syrian regime to turn over its chemical weapons for destruction by mid-2014.
U.S. satellites and Chinese surveillance cameras tracked Russian trucks transporting the weapons from a dozen storage sites to Latakia where they will be loaded onto waiting ships, the BBC reported.
Once loaded, the chemical arms will be transported to an Italian port where they will be loaded on to the U.S. Maritime Administration vessel MV Cape Ray and taken out into international waters for destruction.
The agreement was brokered after rockets filled with the nerve agent sarin were fired at Damascus suburbs in August, killing hundreds. President Bashar Assad and rebel leaders blamed each other for the attack.