Monitoring of tuberculosis (TB) treatment outcome is essential to ensure an effective TB control program. In this nationwide retrospective cohort study from Denmark we present TB treatment outcome rates and risk factors associated with an unfavourable outcome. All patients notified with pulmonary TB from 2009 through 2014 were included. Logistic regression analyses were used to identify risk factors for unfavourable outcome. In total, 1681 pulmonary TB cases were included. TB treatment success rates increased during the study period. In 2014, the treatment success rate reached 85% for new culture positive cases whereas 7% cases interrupted treatment. The mortality decreased during the study period from 12.3% to 4.1%. Several risk factors associated with unfavourable outcome were identified in a multivariable model: male (OR: 2.56), Greenlandic origin (OR: 1.80), abuse of alcohol (OR: 2.90), history of mental disorder (OR: 2.46), and anaemia at time of treatment initiation (OR: 1.92). In a TB low incidence setting such as the Danish, it is important to maintain focus on preventing an unfavourable TB outcome. Patient management and treatment can be optimized by taking into consideration risk factors such as those identified in the present study.