Storm clouds were gathering and rain could make the 13.2km opening stage time-trial route treacherous.
The 176 riders will hit speeds of up to 60kph as they ride past sights including the Little Mermaid statue, the harbour-front Blox building and the Amalienborg palace.
The showpiece opener is a showdown between cycling's top time-trial specialists, Italian Filippo Ganna of Ineos Grenadiers and Belgian superstar Wout van Aert of Jumbo-Visma.
The pair leave the starter ramp consecutively at 5:04 pm (1504 GMT) and 5:05 pm local time.
Riders compete on specialised bikes for the time-trial and wear tailored aerodynamic outfits that cost up to and above 4,000 euros ($4,161).
Frenchman Jeremy Lecroq will be the first man down the ramp at 4:00 pm (1400 GMT) outside the Tivoli theme park, next to Copenhagen's eye-catching central train station.
Van Aert, winner of a time-trial, a sprint and a mountain stage at the 2021 Tour, was excited after two editions impacted by Covid-19.
"I was surprised by the amount of people on the roadsides. After two years, we can finally have a Grand Depart with huge crowds," he said.
Ganna accepted his tag as the favourite to win the opener and don the overall race leader's yellow jersey.
"It would be nice to wear the yellow jersey, nothing is easy but I want to try and put that in my museum," he said.
Overall race favourite and two-time defending champion Tadej Pogacar was impressed by the rapturous reception the Tour received on Wednesday.
"I'm ready personally and my team is ready too, and you can only be happy with the kind of reception we have had here," said the UAE Team Emirates leader.
Around a dozen riders scheduled to race have tested positive for Covid and been replaced, although none of them were among the favourites.
French climbing specialist Romain Bardet said he felt panic when he boarded his flight to Copenhagen and realised few people were wearing masks. Dutch sprinter Dylan Groenewegen avoided the issue by travelling by campervan.
Doping raids on the hotels, team cars and residences of staff at Team Bahrain Victorious also cast a cloud over the Tour.
The team said no illicit substances were uncovered, while the French police behind the Interpol raid said substances and electronic material had been confiscated.
The sport's greatest race attracts up to 15 million roadside fans per year and the opening three days in cycling-obsessed Denmark on the 109th edition will provide the same festive atmosphere so beloved by the French.
Saturday's second stage runs 202.5km from Roskilde to Nyborg along roads adjacent to fjords and culminates with a 20km crossing of the Great Belt Bridge.
Sunday's final day in Denmark is a 182km run from Vejl to Sonderborg.
The Tour de France caravan transfers to France next Monday for a difficult week featuring old, cobbled mining roads.
The race then heads across the Alps, including an epic climb up the legendary Alpe d'Huez, and into the Pyrenees where the equally fearsome Hautacam summit awaits.
If those mountains have not been enough to produce a winner, the 40.7km individual time-trial ending in Rocamadour on the penultimate stage should do the trick.
While Pogacar is the best rider, Dutch outfit Jumbo-Visma appear to be the strongest team, and the once mighty Ineos have promised to race aggressively to wrestle back the title.
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