RNZ reports, in a Facebook post, Johanne Schmidt-Nielsen said on Monday the government had moved to exclude three members of the delegation.
The 48-hour visit of the Danish Parliament's Immigration Committee had been planned for some time, she said.
She and one of the other excluded politicians, Jacob Mark, had criticised Australia's asylum seeker processing in the media, Ms Schmidt Neilsen said.
But she said it was anybody's guess why the other politician, Naser Khader, was excluded, without having criticised Nauru or Australia.
