Denmark's Prime Minister Lars Loekke Rasmussen and Foreign Minister Anders Samuelsen on Tuesday both called an alleged Iranian attack in Denmark "totally unacceptable".
The same day, Rasmussen also posted a picture of himself and British Prime Minister Theresa May.
Danish Foreign Minister Anders Samuelsen said it was now time for Brussels to toughen its stance against Iran.
Denmark has recalled its ambassador in Tehran for consultations.
Washington and several European states were part of a nuclear agreement with Iran, until President Donald Trump pulled the USA out of the deal earlier this year.
"The Danish ambassador arrived at the foreign ministry this morning", foreign ministry spokesman Bahram Ghasemi said in a statement, saying he met with a senior official for European affairs.
A Norwegian of Iranian origin was arrested on October 21 for planning the attack and spying for Iran.
ASMLA seeks a separate state for ethnic Arabs in Iran's oil-producing southwestern province of Khuzestan.
During the televised press conference, the head of the intelligence service also noted that Iran earlier had been active against opposition groups overseas.
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"That kind of behavior needs to stop, and we have offered our support and effort to help the Europeans in preventing these kinds of assassination attempts from taking place", he told Fox News Radio.
The group has been named by Tehran as being behind a terror attack on a military parade in the city of Ahvaz on September 22 that left at least 25 people dead.
On Twitter, the us secretary of State Mike Pompeo had "welcomed" Tuesday, Denmark, a North Atlantic Treaty Organisation member, for the arrest "an assassin of the iranian regime". "We call on our allies and partners to confront the full range of Iran's threats to peace and security", he said.
Another Arab opposition group, the Ahwaz National Resistance, and the Islamic State militant group both claimed responsibility for the parade attack, though neither has provided conclusive evidence to back up their claim.
In Oslo for a meeting of the Nordic Council, Northern European leaders were prudent. Operating on Israeli intelligence provided by the Mossad, European officials exposed the plot, and the cell members were arrested in France, Belgium and Germany.
Kocijancic insisted efforts to save the deal did not mean the European Union was overlooking other issues such as Iran's ballistic missile program and interference in regional conflicts.
"We are working on a concrete answer".
"We see the situation that has arisen in Denmark as very serious and that a Norwegian citizen of Iranian background is suspected in this case". "We've said that we will react", Norwegian Prime Minister Erna Solberg said.