Authorities in Denmark have been left scratching their heads after a wild kangaroo was spotted hopping through a paddock in the country's south-east.

Local police posted on social media that the Australian marsupial was filmed by a motorist near the village of Oster Ulslev, 16km from the port city of Rodbyhavn.

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While Rodbyhavn's port is where ferries connect to northern Germany, authorities still can't figure out where the kangaroo came from.

Nobody has reported the animal as missing and the local zoos say it is not one of theirs.

While the original motorist's video is grainy and short, authorities say if anyone else spots the kangaroo in the area, they should call police on the non-emergency line.