The 18th century was initiated with yet another war between Denmark and Sweden. For Denmark the war was brief, but for Sweden it was the beginning of the Great Nordic War, which Denmark became part of again from 1709. In 1720 Denmark and Sweden made peace, and the last war between the two countries was over. Sweden was now reduced to a power on a level with Denmark, but Denmark also had to give up hope of reconquering Scania.

During the reign of Frederik IV Pietism, a puritan religious movement, began to gain a footing in Denmark, and Denmark began missionary work in Greenland.

The beginning of the 18th century marked the beginning of another period with much Royal building activity. Frederiksberg Palace was inaugurated in 1703, and in 1722 the opening of Fredensborg Palace followed. Rosenborg, on the other hand, was abandoned as a Royal residence. Baroque was still the dominating style, but the influence came increasingly from Italy and France, and the new Rococo style was beginning to gain influence.