Danish authorities say the soldiers were there on an "invitation" as part of European efforts to combat extremism.
Mali's junta government has called on Denmark to withdraw its 100 troops "immediately" from the country's Sahel region.
Danish forces were recently deployed in the south of the African country as part of the European special task force known as Takuba.
The French-led operation was launched in March 2020 to help protect civilians from jihadists in the so-called tri-border area between Burkina Faso, Mali, and Niger.
But the current transitional government in Mali said the arrival of around 90 Danish soldiers had "taken place without its consent".
Last week, around 90 announced elite Danish soldiers and military surgeons arrived in Mali, but Bamako said this was done without the necessary bilateral agreement.
Denmark said on Tuesday that it had sent its special forces Mali following a "clear invitation" from the Malian regime.
Foreign Minister Jeppe Kofod told reporters that Copenhagen was trying to "clarify" why Mali had suddenly asked for their departure.
"The Danish contribution has been accepted both by the previous Malian government and, on several occasions, by the current transitional government," the ministry added in a statement.
Mali's military junta has been in power since an August 2020 coup overthrew the government led by former President Ibrahim Boubacar Keïta.
The surprise request for Danish forces to withdraw comes as the junta battles for control with the international community, who want to see Mali return to civilian government in the near future.
European nations have also expressed concern about the presence of military officials in Mali from the Russia-backed Wagner Group. Relations between Mali and France -- which has been militarily engaged in the Sahel since 2013 -- have deteriorated severely in particular.
Belgium, the Czech Republic, Estonia, Hungary, Italy, the Netherlands, Norway, Portugal, and Sweden are all participating in the Takuba task force -- intended as a successor to France's previous counter-terrorism forces.
Danish Foreign Minister Kofod said his country's troops were in Mali on an invitation "just like the other parties in the operation."
Between 2017 and 2022, around €122 million in aid was also allocated to Mali by Denmark, and many Scandinavian NGOs remain active in the country.