February and March in Denmark

I can't help except to say that Aarhus is worth visiting. Den Gamle By (open air museum there) is open year-round.
I recently read and LOVED The Year of Living Danishly by Helen Russell. It's not a guide book, but it might give you some insights into life in Denmark in the winter. Just an enjoyable read.

Hello!

Danish weather February and March incentivize more indoor activities, which is probably why the guides mostly suggest cafés and museums. Nobody knows when spring weather arrives, but temperatures will most likely get milder in March.

We have no public holidays in February and March, and they are considered to be relatively quiet months. You can still have a good time of course! Attending a communal dinner at Absalon sounds like a great idea. And as a public service message, schools are out for winter break in week 7 (in certain areas week 8).

There is fastelavn in mid-February. The costume parties are just for children, but in every bakery you will find ‘fastelavnsboller’ - and that is for everyone! It’s a seasonal baked good. There’s the traditional version (gammeldags) which is more like a traditional yeast-roll with filling, and there are also puff pastry versions as a more modern version. They’re different, so try both.

For seasonal events, check out the Vinterjazz festival and Copenhagen Light Festival going on in February.

Regarding open air museums: I can second the recommendation of Den Gamle By mentioned above, and the city of Aarhus in general, which would be a great idea for a weekend trip.

Closer to Copenhagen, you’ll also find Frilandsmuseet in Lyngby just north of Copenhagen. They are not open year round, but it seems their 2026 season will start already in week 7. Check their website for updates.

You can also take a day/weekend trip to Odense, especially if you’re into H. C. Andersen’s fairy tales. They also have an open air museum in Odense called Den Fynske Landsby. Their hours for 2026 is not published, but I suspect they will be closed in February/March (but maybe, just maybe, open in week 7).

We visited Copenhagen in mid-January and it was cold with short days. Fewer. tourists for sure. Still, you can sightsee, but not the best time of the year.

If you go to Odense, also check out the National Railway Museum.