"It was an operation by the Iranian intelligence service which, we believe, was planning an attack in Denmark" against three Iranians suspected of belonging to the Arab Struggle Movement for the Liberation of Ahvaz, PET chief Finn Borch Andersen told reporters.
A Norwegian of Iranian origin was arrested on October 21 and placed in custody, suspected of planning the attack and spying for Iran.
The suspect was detained in Sweden, according to the Swedish security service Sapo.
At the end of September, Tehran had accused Denmark, the Netherlands and Britain of "hosting several members of the terrorist group" that Iran accuses of being responsible for an attack in the mainly ethnic Arab city of Ahvaz in southwestern Iran.
The September 22 attack, in which five commandos opened fire on a military parade, left 24 people dead.
The so-called Islamic State group and a separatist Arab group claimed responsibility for the attack.
Tehran's operation in Denmark was "completely unacceptable", Danish Foreign Minister Anders Samuelsen wrote on Twitter.
"The government will respond to Iran and speak to its European partners about further measures," he added.
Iran's ambassador to Copenhagen was summoned to the foreign ministry for an explanation on Tuesday.
PET's announcement ends weeks of media speculation about why Denmark shut down bridges to Sweden and ferries for several hours on September 28 in a massive manhunt that mobilised hundreds of police and the military.
The shutdown was aimed at preventing the Iranian operation, PET acknowledged on Tuesday.