The fence is along the border with Germany.
So far Belgium is the only nearby country with African Swine Fever reported in its wild boar population. France has heightened biosecurity along its border with Belgium.
Some opponents say the fence won’t keep wild pigs out as pigs living near the water could swim from one country to another.
However, Denmark’s Minister for Environment and Food, Jakob Ellemann-Jensen, said the government was determined "to do everything we can to prevent African swine fever reaching Denmark. And now we can finally get started on erecting our wild boar fence."
The fence will be five feet high and at least 20 inches deep to keep pigs from burrowing under.
The fence, to be in place by summer, will be low enough for deer to jump over and there will be small openings every 100 yards to allow smaller mammals such as foxes, hares and otters to pass through.
In addition, Denmark is easing hunting restrictions and increasing fines for livestock transports that have not been properly disinfected.