The Danish grid operator Energinet.dk, which is responsible for the link, said that the connection has been down since 8:30 this morning central European time. It added that it is working on locating the cause of the fault, but is yet to find the source of the problem.
Energinet said the fault was with the onshore infrastructure rather than the offshore transmission system.
The Anholt project came online last year, and is the largest wind development in Danish waters. It is located 15 kilometres off the north coast of the country, and features 111 Siemens 3.6MW turbines.
Anholt developer, Dong Energy, said under deal with the transmission operator it will be "fully compensated" for any loss to production.