You Do Need power plug adapter while traveling from Canary Islands to Denmark.

Here is Why You Need An Adapter

The outlet and plug type used in Denmark are C, E, F and K and in Canary Islands are C, E and F. This is how they look like.

Canary Islands

In Canary Islands, outlets of type C, E and F are in use.

Type C

Type E

Type F

Denmark

In Denmark, outlets of type C, E, F and K are in use.

Type C

Type E

Type F

Type K