Customs officials made the announcement on Monday.
Copenhagen tightened controls following a request from the EU, as a reminder that the settlements in the occupied Palestinian territories are not recognised by the EU and are not accepted as a part of Israel.
All settlements on the occupied West Bank and Gaza Strip are illegal under international law, a stance not recognised by Israel.
Danish customs officials have investigated about a dozen shipments of Israeli goods since the summer, and have asked Israeli authorities to prove that the items came from Israel and not its settlements.
In cases where Israel has not responded within two months, the goods have been more heavily taxed in Denmark.
Foreign Minister Per Stig Moeller, speaking through his spokesman Samuel Majid, said that “Denmark's position, which is in line with that of the EU, is very clear on this subject: the government does not want to contribute any economic aid to the Israeli settlements”.
“The products from these settlements cannot benefit from the same preferential customs duties as other Israeli goods,” noting that the issue would be raised by the European Union at the next EU-Israel trade meeting later this month.
Moeller said he had already raised the issue during his talks on Monday in Brussels with his Israeli counterpart Sylvan Shalom.
Denmark imports cut flowers, vegetables, dates, spices and wine from Israel.