The Mariam Mosque opened in March and held its first Friday prayer in August, when Danish-born imam Saliha Marie Fetteh spoke to around 60 women -- just over half of them Muslim -- about female scholars in Islam and women's rights.
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"It was fantastic and very moving," said Ozlem Cekic, a Turkey-born Danish commentator and former lawmaker, who attended the sermon.
"I believe it will strengthen Islam."
Christian and Jewish community leaders also attended the prayer.
"Talking about women's rights is not a Western phenomenon, it's an Islamic ideal," Sherin Khankan -- one of the five female imams-in-training -- told AFP in a sparsely furnished room where the weekly prayers are held.
Arabic calligraphy and Islamic literature adorn its white walls, but the sounds of a bustling Copenhagen street permeate into the apartment.
An "anonymous donor" is paying the lease of the mosque, located in a building in an area that is one of the most expensive in Copenhagen.
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The 42-year-old mother of four was born in Denmark. She describes her father, a Syrian political refugee who married a Finnish woman, as "a feminist icon".
Her Christian mother would fast during Ramadan with the rest of the family, while Muslim family members would join her in church on special occasions.
Inter-faith dialogue has always been vital to Khankan who earlier this year publicly met with French female rabbi Delphine Horvilleur in Copenhagen.
In 2001 she founded "Critical Muslims", a group promoting "a democratic and pluralistic approach to Islam."
One month later, the 9/11 attacks in New York had a dramatic impact on how Muslims were viewed around the world, and she found herself spending more time defending Islam.
The role of Islam in Denmark came under renewed focus last year after a Danish-Palestinian gunman killed a filmmaker and a Jewish security guard in twin attacks in Copenhagen.
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Not everyone is a fan. Khankan said she had received threats from right-wing extremists on social media.
Public reaction from conservative Muslims has been muted, possibly because of the fear of wading into Denmark's high-pitched debate on Muslim immigration, which has often dominated political debate over the past 15 years.
"When you are changing structures in religious institutions, you are changing the power balance. You are challenging men's monopoly," Khankan said.
"Of course you will meet resistance, that's obvious and we were aware of that. But I think the opposition we have met has been quite moderate," she added.
Representatives from some of Copenhagen's major mosques did not respond to requests for comment.
After the opening of the Mariam Mosque, Waseem Hussein, an imam from one of the city's biggest mosques, suggested there was no need for it.
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"Should we also make a mosque only for men? Then there would certainly be an outcry among the Danish population," he told the Politiken daily.
"According to the Koran, men and women are equal spiritual partners," said Khankan, wearing a long, white skirt and a long-sleeved top but no veil, which she said she only wears while praying.
"We are re-reading the Koran according to our times and our society," she added.
The mosque is inspired by Sufism, a mystic form of Islam, and mostly caters to Sunni Muslims, although "everyone is welcome".
Female imams have existed in China since the 19th century, and are currently active in a handful of countries including Germany, Belgium, Canada and the United States, where The Women's Mosque of America opened in Los Angeles last year.
Denmark is home to around 284,000 Muslims, according to an estimate by Brian Arly Jacobsen, an associate professor at the University of Copenhagen specialising in religion.
Islamic feminism is at the heart of the Copenhagen project, and a concrete example of that was the mosque's marriage contract, Khankan said.
The marriage agreement states that women have the right to divorce, polygamy is prohibited, men and women have equal rights to their children in case of a divorce, and that the marriage is annulled in the event of mental or physical violence.
Five couples have been married at the mosque, of which two were inter-faith unions. Another three ceremonies are in the pipeline.
Khankan admits that she had to compromise on some of her initial plans to avoid "burning bridges" with the rest of the Muslim community.
Both men and women are allowed to take part in the mosque's activities, but Friday prayers have been reserved for women, as having a mixed audience would have been more controversial.
"Burning bridges" would only "create chaos," she said.
Syria-born Danish lawmaker Naser Khader told Danish media that in a country like Denmark, with its high level of gender equality, barring women from preaching to a mixed crowd was simply not "good enough".
But Khankan said the mosque will appeal to "a new generation of young Muslims who feel homeless and who do not feel at home in the existing traditional mosque communities."
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