Open government data in Denmark is well-developed compared with the majority of other countries. Investigating and studying from Danish policies and legislation situation about open government data is beneficial to facilitate the progress of open government data programs in China. Using the methods of literature review and case study, this paper takes Denmark as an investigated object, searching and sorting out materials from related websites and documents, and concludes and analyses their core contents. Denmark has established a relative mature politics and legislation system and an operation mechanism. Draw on Danish successful experience, China can focus on following areas in order to facilitate the process of opening government data: legislating to ensure the security of personal data and information, opening government's data in several phases, setting up a cross-cutting ministry, improving qualities and skills of data users and using data as an economy facilitator.