No, he did not. According to popular legend, King Christian X of Denmark chose to wear a yellow star in support of the Danish Jews during the German occupation of Denmark. In another version, the Danish people decided to wear yellow stars. Both of these particular stories are fictional. In fact, unlike Jews in other countries under German occupation, Jews in Denmark never wore an identification mark such as a yellow star. The legend conveys an important historical truth, however: both the King and the majority of the Danish people stood by their Jewish citizens and were instrumental in saving almost all of them from Nazi persecution and death.

Soon after they occupied Denmark on April 9, 1940, the Germans imposed unusually mild terms on the country. The Danish government continued to govern with consent of the Danish Parliament and the Danes were permitted to maintain an active army and navy. Considering the relatively small Jewish population and the steadfast support most Danes gave to their fellow Jewish citizens, Germany did not push the Danes on the so-called Jewish question.

The ability of the Danish government to run the internal affairs of the country was decisive for the absence of anti-Jewish legislation, which lacked the public support and votes to pass the Danish parliament. The Danish government did not require Jews to register their property and assets, or to give up apartments, homes, and businesses. The Danish authorities did not require Jews to identify themselves, with a yellow star or any other form of identification.

For a number of years, the Danish Jews lived in relative tranquility. The Jewish community continued to function, including holding services regularly, throughout the occupation. The status-quo changed dramatically in August 1943. Danish resistance operations, to which some Danish Jews contributed, had gathered momentum during the spring and summer of that year. Rather than yield to a German demand to prosecute suspected saboteurs in German military courts, the Danish government resigned on August 28, 1943. The following night, the German military commander, General Hermann von Hanneken, declared martial law. German authorities arrested Danish civilians, Jews and non-Jews alike, and Danish military personnel.