Greenland Prime Minister Jens-Frederik Nielsen says his country will not end up a part of the United States.
He made clear that the US would not get Greenland in response to Donald Trump's efforts to take over the country.
The US president said he wanted to take control of the vast Arctic country for military strategic purposes, a statement that Russian President Vladimir Putin said Mr Trump was serious about.
"President Trump says that the United States is getting Greenland. Let me be clear: The United States won't get that," Mr Nielsen wrote.
"We do not belong to anyone else. We determine our own future."
Mr Trump told NBC News he "absolutely" had real conversations about annexing the semi-autonomous Danish territory.
"We'll get Greenland. Yeah, 100 per cent," he said.
During a visit to a US military base in the north of Greenland on Friday, US Vice-President JD Vance accused Denmark of not doing a good job of keeping the island safe.
Vance visit vexes Greenlanders
During his visit, JD Vance suggested the United States would better protect the strategically located island.
"I think that they ultimately will partner with the United States," he said.
"We can make them much more secure. We could do a lot more protection. And I think they'd fare a lot better economically as well."
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Mr Vance made his remarks hours after Greenland formed its new broad government coalition, led by Jens-Frederik Nielsen.
Mr Nielsen called Denmark its closest ally, and added the US visit signalled a "lack of respect".
Polls have shown that nearly all Greenlanders oppose becoming part of the United States.
Anti-American protesters, some wearing "Make America Go Away" caps and holding "Yankees Go Home" banners, have staged some of the largest demonstrations ever seen in Greenland.
Residents in Nuuk planted Greenlandic flags in the snow and a cardboard sign in English that said "Our Land. Our Future".
Mr Nielsen has urged political unity despite his pro-business party, the Democrats, favouring a gradual independence from Denmark.
"At a time when we as a people are under pressure, we must stand together," he said.
Danish PM wants further cooperation with Greenland
Danish Prime Minister Mette Frederiksen will visit Greenland on April 2 to April 4 for talks with the semi-autonomous territory's new government.
"I look forward to continuing the close and trusting cooperation between Greenland and Denmark," Ms Frederiksen said.
Denmark has controlled Greenland since 1721.
Ms Frederiksen, who has said it is up to the people of Greenland to decide their own future, said that JD Vance's description of Denmark was not fair.
"I have the deepest respect for how the Greenlandic people and Greenlandic politicians are handling the great pressure on Greenland," she said in the statement on Saturday.
"It is a situation that calls for unity across political parties and across the countries in the Realm."
Mr Trump's interest in acquiring Greenland is part of a growing international focus on competition to control the Arctic.
In his most recent comments on the issue, he said he would "never take military force off the table" to accomplish his goal.
He added that he believed there was "a good possibility" it could be done without resorting to force.
Asked what message acquiring Greenland would send to Russia and the rest of the world, he said, "I don't really think about that. I don't really care."
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