The company said that it is working to fix a fault in one of the onshore cables around 4 kilometres from Grenaa in the east of the country where the cables make landfall.
Energinet.dk said it expects the work, which involves cutting the damaged cable away and installing a new cable with two sockets, will be completed by Monday. The grid operator said the cause of the fault is yet to be identified.
Project developer, Dong Energy, said under deal with the transmission operator it will be "fully compensated" for any loss to production.
Anholt came online last year, and is the largest wind development in Danish waters. It is located 15 kilometres off the north east coast of the country, and features 111 Siemens 3.6MW turbines.