The agency instructed Total to immediately stop exploratory drilling until the authorities have finished their investigation.
Total was given the green light to conduct test drilling for shale gas in Denmark in June.
The move triggered public protests, motivated by environmental concerns, voiced by Greenpeace and the Danish Society of Nature Conservation.
On April 13, some 20 activists from Greenpeace entered the territory of the exploration site to stage a peaceful protest against fracking, which is to follow if shale gas is found during the test drilling.
Shale gas, found trapped within underground shale formations, is extracted via hydraulic fracturing, or fracking.
Fracking is the subject of controversy because the pressurized liquids that are used to extract gas can lead to ground water contamination, and the process itself to air and noise pollution.