Currently there are no direct flights Copenhagen to Mongolia.

Flights Copenhagen to Mongolia with 1 stopover:

Flights via Moscow Sheremetyevo (SVO), Russia
From Copenhagen (CPH), Denmark with Aeroflot Transfer at Moscow Sheremetyevo (SVO), Russia Then on to Ulaanbaatar (ULN), Mongolia with Aeroflot
Flights via Istanbul Ataturk (IST), Turkey
From Copenhagen (CPH), Denmark with Turkish Airlines Transfer at Istanbul Ataturk (IST), Turkey Then on to  Ulaanbaatar (ULN), Mongolia with Turkish Airlines