Denmark and the former real union of Denmark–Norway had a colonial empire from the 17th through to the 20th centuries, large portions of which were found in the Americas. Denmark and Norway in one form or another also maintained land claims in Greenland since the 13th century, the former up through the twenty-first century.

Explorers (mainly Norwegians), scientists, merchants (mainly Danish) and settlers from Denmark–Norway took possession of the Danish West Indies (present-day U.S. Virgin Islands) in the late 17th and early 18th centuries.

Denmark–Norway started colonies on St. Thomas in 1665 and St. John in 1683 (though control of the latter was disputed with Great Britain until 1718), and purchased St. Croix from France in 1733. During the 18th century, the Virgin Islands in the Caribbean Sea were divided into two territorial units, one British and the other Dano-Norwegian. The Dano-Norwegian islands were run by the Danish West India and Guinea Company until 1755, when the Dano-Norwegian king bought them out. Following the Battle of Leipzig in 1813, the Treaty of Kiel signed on 14 January 1814, Frederick VI ceded the Kingdom of Norway to the King of Sweden. Despite Norway then being under the Swedish crown some Norwegians kept coming due to family connections.

Sugar cane, produced by slave labor, drove the islands' economy during the 18th and early 19th centuries. A triangular trade existed with Danish manufacturers buying African slaves which in turn were traded for West Indian sugar meant for Denmark and Norway. Although the slave trade was abolished in 1803, slavery itself was not abolished until 1848, after several mass slave escapes to the free British islands and an ensuing slave protest. The Danish Virgin Islands were also used as a base for pirates. The British and Dutch settlers became the largest non-slave groups on the islands. Their languages predominated, so much so that the Danish government, in 1839, declared that slave children must attend school in the English language. The colony reached its largest population in the 1840–50s, after which an economic downturn increased emigration and the population dropped, a trend that continued until after the islands' purchase by the United States. The Danish West Indies had 34,000 inhabitants in 1880.

In 1868, Denmark voted to sell the colony to the United States but their offer was rebuffed. In 1902, Denmark rejected an American purchase offer. On 31 March 1917, the United States finally purchased the islands, which had been in economic decline since the abolition of slavery.

Greenland, which had been settled by the Norsemen in the 980s, submitted to Norwegian rule in 1261. Denmark and Sweden entered the Kalmar Union with Norway in 1397 under the Queen of Norway, and Norway's overseas territories including Greenland later became subject to the king in Copenhagen. Scandinavian settlement in Greenland declined over the years and the last written record is a marriage recorded in 1408, although the Norwegian claims to the land remained. Following the establishment of an independent Sweden, Norway and Denmark were reorganized into a polity now known as Denmark–Norway in 1536/1537 and the nominal Norwegian sovereignty over Greenland was taken up by the new union. Despite the decline of European settlement and the loss of contact, Denmark–Norway continued to maintain its claim to lordship over Greenland.

Between the years 1605–1607, King Christian IV of Denmark–Norway commissioned three expeditions to Greenland. These expeditions were conducted in order to locate the lost Norse Eastern Settlement as well as to reassert Danish sovereignty over Greenland. The expeditions were largely unsuccessful, partly due to its leaders lacking experience with the arctic ice and difficult weather conditions. Additionally later expeditions were searching on the east coast of Greenland, which was almost inaccessible at the time due to southward-drifting ice. In the 1660s, a polar bear was added to the royal coat of arms. Around this same time Dano-Norwegian ships, joined by ships from various other European countries, began journeying to Greenland to hunt bowhead whales, though no formal recolonization was attempted.

In 1721, the Norwegian Lutheran minister Hans Egede and his Bergen Greenland Company received a royal charter from King Frederick IV granting them broad authority over Greenland and commissioning them to seek out the old Norse colony and spread the Reformation among its inhabitants, who were presumed to still be Catholic or to have reverted to paganism. Egede led three boats to Baal's River (the modern Nuup Kangerlua) and established Hope Colony on Kangeq with his family and a few dozen colonists. Finding no Norse survivors, he started a mission among the Inuit and baptized the first child converts in 1724. Meanwhile, his settlers had been ravaged by scurvy and the Dutch attacked and burnt a whaling station erected on Nipisat. The Bergen company went bankrupt in 1727. King Frederick attempted to replace it with a royal colony by sending Major Claus Paarss and several dozen soldiers and convicts to erect a fortress for the colony in 1728 but this new settlement of Good Hope (Godthaab) failed due to mutiny and scurvy and the retinue was recalled in 1730.