Vedbæk is a wealthy suburban neighbourhood on the coast north of Copenhagen, Denmark. It belongs to Rudersdal Municipality and has merged with the town of Hørsholm to the north.^{[citation needed]} The area has been inhabited for at least 7,000 years, as evidenced by the discovery of a Mesolithic cemetery of the Ertebølle culture. By the 16th century, there were a few small farms and fishermen's houses on the site and in the 18th century, well-to-do townsfolk from Copenhagen started to build country houses in the area. After a paddle steamer began to call at Vedbæk on its journey from Copenhagen to Helsingør, there was an influx of visitors. There are a number of large country houses and a historic church. There has been a railway station for some time and there are popular sandy beaches to the north and south. Enrum Forest is open to the public and provides recreational facilities.

The Vedbæk area has been inhabited for at least 7,000 years as evidenced by the so-called Vedbæk Finds [da] from the Bøgebakken archaeological site, a Mesolithic cemetery of the Ertebølle culture. The cemetery is located in the northern part of the Maglemosen peat bog, and was discovered in 1975 during excavation for the new Vedbæk School. (It should not be confused with the earlier Maglemosian culture, named for a different Maglemose near Slagelse.) An example of the findings of this culture cemetery include the bodies of a young woman with a necklace made of teeth, and her newborn baby. The child is cradled in the wing of a swan with a flint knife at its hip. The child's gravegoods suggest that the culture involved ascribed status – the passing of power between generations. The brief statistical findings of the cemetery are as follows; 22 individual bodies (4 newborns), 17 of the adults buried could be aged – 8 died before reaching the age of 20. There were 9 men, 5 of them over the age of 50, and 8 women: 2 died before the age of 20, 3 living to over 40. Two women died in childbirth (including the young woman mentioned above) and were buried with their newborns beside them. Infant mortality rate is around 35%. Mortality rate is 50%. Reasons for these high death rates could be physiological or cultural.

The name Vedbæk is known from 1535 and is derived from with, Old Danish for 'forest', and bæk, meaning 'stream'. The original village consisted of small farms and fishermen's houses. Five families were occupied with fishing in 1787.

In the 18th century, several country houses were built in the area by well-to-do citizens from Copenhagen.

Denmark's first steam ship, the paddle steamer Caledonia, operated between Copenhagen and Helsingør, calling in Vedbæk on the way. It saved the summer visitors the dusty trip along the Coast Road (Strandvejen), leading to a significant increase in the influx of tourists.

Vedbæk Station opened in 1897, leading to increased urbanization.

The Denmark national football team trained at Vedbæk Stadion (staying at the nearby Hotel Marina) for 25 years, before relocating to Helsingør in 2008.

Between 1973 and 2006, the Danish Defence Command was located in Vedbæk.