1- From Copenhagen to Aarhus by AirFlying between Copenhagen and Aarhus only takes about 45 minutes and there are several direct flights daily, offered by Cimber Air and SAS. It's a good option mainly for travelers pressed for time. Otherwise, the disadvantages are the price tag of around $100, and that there's not much to look at during the trip.
2- From Copenhagen to Aarhus by TrainTaking the train from Copenhagen to Stockholm usually costs a little less than plane tickets and is a good option if you want to stay flexible. It also takes longer (about 3 hours) to travel between Copenhagen and Aarhus, though. Trains leave either city every 30-45 minutes and the train ride is scenic and relaxing. You can get flexible train tickets and compare prices at RailEurope.com.
3- From Copenhagen to Aarhus by CarDriving between Copenhagen and Aarhus is suitable if you have about 4 hours' time for the 300 km (185 mi) distance, a rental car, and are ready for a scenic drive. There are two routes you can take: The easy option includes a toll road and the bridge across Storebælt (DKK 200-330). From Copenhagen, take the E20 west until you hit the E45. Go north on the E45 to Aarhus.
Or, avoid the toll route and take a ferry part of the way (DKK 300-700). This way, just go northwest on road 21 to Sjaellands-Odde and take the Mols Line ferry to Aarhus from there.