Rail commuters heading to Sweden will now have to change trains at Copenhagen Airport and go through ID checkpoints.
Sweden received more than 150,000 asylum applications in 2015.
Thousands of commuters cross the Oresund bridge daily. It connects the Swedish cities of Malmo and Lund with the Danish capital, Copenhagen.
To comply with the new regulations imposed by Sweden, fencing has been erected around one of the platforms at the railway station at Copenhagen`s Kastrup Airport, Radio Sweden reported.
Direct journeys from Copenhagen`s main railway station across the Oresund Bridge to Sweden will no longer be available.
Rail operators have reduced the number of trips to Sweden and have warned that there might be significant delays.
The changes are expected to add around 30 minutes to the current 40-minute commute, the Associated Press news agency reported.
The Swedish government secured a temporary exemption from the European Union`s open-border Schengen agreement, in order to impose the border controls.
Last month Sweden`s state-owned train operator SJ announced it will stop services to and from Denmark because it could not carry out identity checks demanded by the new Swedish law.
Under the law, transport companies will be fined if travellers to Sweden do not have a valid photo ID.
SJ said it would not have time to check people travelling between Copenhagen and Malmo over the Oresund bridge.
One million migrants arrived in Europe by land or sea in 2015, the International Organisation for Migration says.
Along with Germany, Sweden is one of the main destinations for migrants - with some 150,000 applying for asylum in 2015.
In contrast, Denmark expects to receive about 20,000 asylum seekers this year.
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