Danish jazz goes back to 1923 when Valdemar Eiberg formed a jazz orchestra and recorded what are thought to be the first Danish jazz records in August 1924 ("I've Got a Cross-Eyed Papa" and "In Bluebird Land"). However, jazz in Denmark is typically first dated to 1925, when bandleader Sam Wooding toured in Copenhagen with an orchestra. This was the first time most Danes had heard jazz music. Some prominent early Danish jazz musicians include Erik Tuxen who formed a jazz band and later was named conductor of the Danish Radio Symphony Orchestra; Bernhard Christensen, an art music composer who incorporated jazz elements into his pieces, and Sven Møller Kristensen, who was the lyricist for many of Bernhard Christensen's pieces and who wrote a book on jazz theory in Danish.
In the 1930s, jazz became quite popular in Denmark; major figures of the period are pianist Leo Mathisen, violinist Svend Asmussen, trombonist Peter Rasmussen, saxophonist Kai Ewans, bassist Niels Foss, and pianist/vibraphonist Kjeld Bonfils. Many of these musicians played in Valdemar Eiberg's band.
Jazz went underground in 1940 as a result of the Nazi occupation of Denmark when jazz was discouraged by the regime. Nevertheless, it continued to be performed and recorded, even more so as Danish musicians began to fill the void created by the lack of foreign players touring through the area. Musicians such as Eiberg, Bonfils and Asmussen (who played in a band together), along with Uffe Baadh, Bruno Henriksen and Bertel Skjoldborg continued to make jazz music as a form of political protest. Many singers, such as Freddy Albeck, Ingelise Rune, and Raquel Rastenni, found it necessary to escape to Sweden in the later years of the occupation.