Six people were detained at the scene at the Copenhagen University after some 20 people had blocked the entrance to a building and three entered, a police spokesperson told Reuters.
Police declined to confirm the identities of any of those arrested but a spokesperson for the Students Against the Occupation told Reuters that Thunberg had been held.
A picture of Thunberg published by daily Ekstra Bladet showed Thunberg wearing what the newspaper said were handcuffs.