The Danish defender, 20, had the option to link up with Jose Mourinho at Stamford Bridge but opted to leave Nordsjaelland to pen a four-year deal at Villa Park instead.
He said: "I have a good feeling it was the right decision to turn down Chelsea.
"I feel that I have arrived at a club that believes in me.
"The manager has said all the right things and that has caught my attention. This is going to be good."