Police were unable to provide information about the cause of the accident, which occurred near a level crossing in a rural wooded area about 40 kilometres (25 miles) north of Copenhagen, near the town of Hillerod.
"Eighteen people have been injured in the accident. Of these, five are currently considered to be in critical condition," police said in a statement, citing health authorities.
Police said they were alerted to the crash at 6:29 am (0429 GMT).
The yellow and grey locomotives of the two trains could be seen smashed and buckled in, the glass from their windshields and windows shattered. Both trains and their carriages remained upright on the rails.
Thirty-seven people were on the two trains, according to police.
A large number of ambulances and police cars were dispatched and all the passengers were evacuated and the injured transported to hospitals.
The mayor of Gribskov municipality, Trine Egetved, said on Facebook that some of the injured were flown to hospital on helicopter.
Emergency crews wound up their rescue efforts around three hours after the accident, as investigators continued their work at the scene.
"We can't provide any details for now about the cause," police official Morten Kaare Pedersen told reporters.
"We are in the process of gathering the necessary information about the course of events. So there are, and will continue to be for quite some time, a lot of investigations underway."
Damm-Hejmdal said the number of critically injured "could change" over the course of the day.
The number "is obviously dynamic and could change. But that is the status as of now," he told a press conference almost four hours after the accident.
"Initially it is difficult to get an overview of the exact injuries," he said.
"You can imagine two trains colliding. That causes a lot of different injuries, people get thrown around."
Kristian Madsen, an expert on railways with the Danish union IDA, told AFP he believed the accident was likely due to human error.
"It could be that the locomotive driver hadn't seen that the signal was on red and then continued driving... The other thing it could be is that that the station master who is responsible for the signalling on the station had given the train a green signal," Madsen said.
The expert explained the area still used an "old signal system".
Egetved said she had been "deeply upset and shocked".
"This train is used by many residents of Gribskov, workers and students," she said.
Denmark prides itself on its safety record, but a 2019 train crash left eight dead and 16 injured.
In August last year, an express train hit a farm truck on a crossing killing one person and injuring 27.
