The first woman in Denmark to run her own private detective agency in Copenhagen was Madame Martha Nielsen. She owned the "Copenhagen Female Private Detective Bureau" (Københavns kvindelige private Detektiv-Bureau). The agency was founded on October 29, 1903, and was located at 3 Bagerstræde Street in Copenhagen from 1908 to 1918. In 1918, Madame Martha Nielsen moved the agency to 20 Skjalm Hvidesgade Street in Copenhagen, where it remained for over 20 years. (Source: Dansk Kriminyt No. 21, December 1993.)
The bureau had the telephone number 1458, close to the police number at the time, 1448. This number remained the same throughout its existence. Through old advertisements published in the newspaper "Politiken," we discovered that the agency still existed in 1940, but we could not determine the date of its closure.
In 1930, Martha Nielsen published the book "A Life as a Female Private Detective" ("Et liv som kvindelig privatdetektiv"). This book is still available in the reading room of the Royal Library today. In 2024, it was reprinted and republished. Link: https://www.gucca.dk/et-liv-som-kvindelig-privatdetektiv-bog-p690343.
Here is what the agency's logo looked like in 1910: