This study examined the psychometric properties of the Danish WEMWBS and its short version (SWEMWBS) in a Danish population sample, and compared scores in Denmark with scores representative of three other European settings. A total of 3,508 Danish men and women aged 16–95 filled out an electronic survey. Face validity was examined by cognitive interviews. Content validity was assessed by examining response distributions and construct validity by confirmatory factor analysis, measurement invariance, and relations to other or similar measures. Overall mental well-being scores were calculated, as well as stratified by sex and age. Support was found for the single-factor hypothesis, yielding good model fits for both versions of the scale. Both scales have high internal consistency. Correlations with mental health measures were largely in line with expectations. The highest mental well-being scores were reported for Catalonia, followed by Denmark, Iceland, and England. The (S)WEMWBS appear to be appropriate instruments to measure mental well-being in the Danish population. The present findings encourage the use of the scales, particularly SWEMWBS, in epidemiological, intervention and evaluation studies in research and practice. Cross-cultural comparisons like the one reported here may be essential to inform international mental health policy.