The Danish Club has operated in Sydney in one form or another for over 100 years. The present club structure, in the form of The Danish Club Ltd, ACN 000 949 842, has been in place since July 1989. Prior to that, the club operated under various names such as Valhalla Country Club Ltd from September 1971 to August 1981, and Scandinavian Association of NSW Ltd from August 1981 to July 1989.
Over the years the club has occupied various club premises. The last permanent club premises were at 3 Grattan Crescent, Frenchs Forest NSW 2086, located on Crown land with a lease expiring in July 2020. These premises were sold to the Ararat Cultural and Sports Association in June 2012.
The club is currently booking or renting premises and facilities on an ad hoc basis, as and when required.