The man was found dead at a custodial facility in the southern town of Kolding on Friday morning.
Michael Weiss, Chief Superintendent with South East Jutland Police, confirmed the death to newspaper Randers Amtsavis.
According to the newspaper, the man in question is 37 years old and was remanded in custody on Thursday on suspicion of repeated attempted sexual assaults and other offences of a sexual nature relating to a girl under the legal age of consent.
Police did not however confirm that information.
“I will not comment on who the person in question is or what happened specifically. But we are investigating the case,” Weiss told Randers Amtsavis.
The 37-year-old was charged during preliminary hearings on Thursday with several cases of attempted rape of the girl, according to the newspaper.
He denied the charges and his preliminary detention was extended by four weeks. That detention was appealed to a higher court, according to the report.