The growing number of participants in foreign policy decision-making calls for a study of the forces affecting the behaviour of states in the international arena. In contemporary states, parliaments are increasingly challenging the exclusive prerogatives of executive power in foreign and defence policy. Many experts stress that the powers of the Danish Parliament in these fields are among the most considerable in the world. The question is, however, whether these powers are exercised in the same manner towards different states and regions. This article aims to find out how the Danish Parliament contributes to the country’s foreign policy towards the EU and Russia. The concentric circles model is employed to assess the level of the Danish Parliament’s participation in the foreign policy of the Kingdom of Denmark in different regions of the world. The study conducts a comparative analysis of the evidence of the Parliament’s influence on Denmark’s relations with the EU, the EFTA, and Russia. The findings lead one to conclude that the Danish Parliament’s participation in the country’s foreign policy towards EU bodies is highly institutionalised and coherent, which can be explained by close integration of Danish political elites into European ones as well as by European processes being clear and predictable for Danish parliamentarians. The participation of the Parliament in Danish–Russian relations is less systematic and structured since the Danish Parliament sometimes lacks diplomatic experience and resources to influence more complex and ambiguous relations with the Russian Federation.