Members of the group burned copies of the Quran in front of the Pakistani, Algerian, Indonesian, and Moroccan embassies, as well as a mosque in Copenhagen.
The perpetrators chanted anti-Islamic slogans during the provocative act, which took place under police protection.
Videos shared by the group on Facebook had previously been restricted.
Recent months have seen repeated acts of Quran burning, desecration, or attempts to do so by Islamophobic figures or groups, especially in northern European and Nordic countries, drawing outrage from Muslim countries and the world.