A mishap involving a missile launcher on a Danish navy ship has halted traffic at one of the world's busiest sea lanes on Thursday.

An area of the Great Belt strait was closed to air and sea traffic after a missile launcher malfunctioned during a Danish naval exercise.

"The problem occurred during a mandatory test where the missile launcher is activated and cannot be deactivated," Denmark's military said in a statement.

"Until the missile launcher is deactivated, there is a risk that the missile can fire and fly a few kilometers away," the military added.

The Great Belt strait is the gateway to the Baltic Sea and is important for global shipping.

The incident occurred just south of the Great Belt bridge, which connects peninsular Denmark with Copenhagen. The bridge remained open to traffic, its operator said.

What do we know about the missile?

Danish broadcaster DR reported that the launcher was activated but the harpoon missile itself was not armed, so there was no danger of an explosion.

Denmark's National Maritime Authority said the advisory to halt sea traffic was due to the risk of "falling missile fragments."

Specialists have been called in to solve the problem, the navy said.