"Our preparations were well under way," she said, adding she had been looking forward to meeting the US president.
Ms Frederiksen reiterated that the island of Greenland, an autonomous Danish territory, could not be bought.
Mr Trump was scheduled to visit on 2 September at the invitation of Denmark's Queen Margrethe II.
But last week, he suggested that his administration was interested in buying Greenland - an idea that Ms Frederiksen at the time described as "absurd".
In a statement to reporters on Wednesday, Ms Frederiksen said the potential sale of Greenland had "clearly been rejected" by the island's leader, Kim Kielsen, which was "a position I share of course".
She said despite this, the US was one of Denmark's closest allies, and that the president's two-day visit would have been an "opportunity to celebrate Denmark's close relationship to the US".
Sep 16, 2019
Sep 15, 2019