Denmark is famous for topping polls seeking the world's happiest country. However, the Danes' satisfaction with their government is less stratospheric.

In last Thursday's (18 June) elections, they threw out their social democratic government, led by Helle Thorning-Schmidt. No clear winner emerged from the campaign and a centre-right bloc is in negotiations to take control of the country.

Danish politician Kristian Thulesen Dahl
Kristian Thulesen Dahl's Danish Peoples Party was the big winner in country's recent electionsLINDA KASTRUP/AFP/Getty Images

A key player in this new disposition is the Danish People's Party (DPP), who took 21% of the vote to finish second. The DPP tells a story familiar to many European countries today. Its driving force is an opposition to uncontrolled immigration and is, as a result, heartily Eurosceptic.

We have heard this story before; from Ukip in Britain, Germany's Alternative für Deutschland and France's Front National. The difference is that, here, the anti-immigration party is now going to be in government.

The European Commission (EC) will have cause to be worried by this. As if it doesn't have enough on its plate with the Greek crisis – which it is hoping to solve today (22 June) with an emergency summit in Brussels – it now has the spectre of Euroscepticism confronting it from the north, Euroscepticism backed up with actual political muscle for once.

To make things worse, the DPP has fully endorsed David Cameron's push for a renegotiation of Britain's membership in the EU. Denmark may not be one of the EU's biggest players but it is one of its most established members (joining, along with Britain, in 1973) and one that has rocked the boat before – remember how it rejected the Maastricht Treaty in 1992? The EC must feel like as soon as it plugs one hole on this leaking vessel another, just out of reach, springs up.

Cameron's newest European friends

Cameron has set out possible restrictions on benefits and other citizenship perks for those who are newly arrived from other EU member countries. The DPP is far stronger in its opposition to freedom of movement than he is and want Denmark to be able to regulate its own admission to the country, rather than accept free access for all EU nationals.

In this, the DPP is remarkably similar to Ukip and the Conservative Eurosceptics in the House of Commons. As such, it may not be just the EC that comes to regret what is happening in Denmark. Cameron himself could find the people who want to be his allies to be far less moderate on immigration policy than he is and, therefore, make his relationship with his own backbenchers in Britain even more strained.

Immigration may be the key driver behind Danish Euroscepticism but, as it is across the continent, it is not the only issue. The economy plays a crucial role, especially in countries that belong to the eurozone. The continental Eurosceptic movement will keep a close eye on the outcome of the Greek crisis, and, whatever it may be, use it as a further example that European integration has gone beyond its feasible limits.

Greece graffiti
Greece's financial troubles will have a major effect on all EU nations, be they prosperous or troubledJohn Kolesidis/Reuters

If Greece leaves the euro, it will be a clear defeat for the European project but if it stays, the moral damage could be even greater.

It will show that the countries who made sacrifices to the EU – notably Ireland, Spain and Portugal – could have simply bent the rules instead, but will also force other eurozone nations to accept financial responsibility for a Greek debt that their electorates would regard as a ridiculous imposition.

Of course many of these countries, unlike Denmark, are not in the middle of an election season and as such, difficult decisions in Europe can easily be made without too much recourse to democracy.

The Danish vote should prove to Brussels how hard it is to hold the whole European project together. Too many treaties and directives have been railroaded or nodded through in the past few decades without the people who will be affected by them being consulted, or even informed about what the consequences will be.

Denmark will not be the last country in the EU in which voters show they have had enough of this democratic deficit and that they are happy to put into power a party that shares their distaste for rule by diktak. It may not be a peasants' revolt, but it's as close to one as is possible in the 21st century. If the EU ignores the implications and continues down its federalist road, it will be digging its own grave.

Dr Simon Heffer is a British commentator and author who has written columns for The Daily Mail, The Daily Telegraph, The Spectator and The New Statesman. He is the biographer of Enoch Powell, Thomas Carlyle and Ralph Vaughan Williams and recently published High Minds: The Victorians And The Birth Of Modern Britain.