The 765 km (475 mi) power line, called Viking Link, will cost £ 1.8 billion and will be completed in 2023.
It will take place under the North Sea and ashore between Bicker Fen in Lincolnshire and Revsing in South Jutland, Denmark.
Electrical interconnections are the physical links that allow the transfer of electricity across borders.
The two countries will be able to share clean energy, giving the UK access to Denmark’s huge wind resources, which last year supplied almost half of its electricity.
Copenhagen, which aims to reduce greenhouse gas emissions by 70% by 2030, benefits from favorable wind conditions and began to invest heavily in wind energy in the 1970s.
Siemens Energy has started to build the access road to the converter station – which will connect the electric cable to the British grid – to Bicker Fen.
Preparatory work was completed with archaeological and ecological studies and National Grid described the start of road works as an important step for the project.
Mike Elmer, Viking Link project manager for National Grid Ventures, who will own and operate the route, said: “Viking Link will play a vital role in helping to decarbonize the UK’s electricity supply on the road to zero zero carbon emission.
“It will provide access to cleaner, greener power, which will make energy safer and more affordable for consumers.” “