The Danish embassy in Tehran had been attacked by hard-line radicals affiliated to the Revolutionary Guards several times earlier this week and its entire staff were forced to evacuate the site.
Parts of the embassy were set on fire as protestors hurled hand grenades and Molotov cocktails at the site and chanted Death to Denmark, Death to America, and demanded the closure of the embassy.
The Danish Foreign Ministry announced on Saturday that Denmarks ambassador to Tehran along with the remaining Danish diplomats, had left, fearing real dangers.
Copenhagen announced that the Finnish embassy in Tehran would be in charge of Danish interests in Iran until further notice.