Cooper was relieved of his duties just four months into his stint at Leicester City in November, after the Foxes won just two of his first twelves matches of the Premier League season and will now hone his skills abroad.
The Telegraph report that he rejected several Championship clubs before taking on the new role, where he will replace sacked coach Frederik Birk and signs a contract until 2028.
The news was confirmed by Football director Benjamin Schmedes on Tuesday afternoon, who states that Cooper represents exactly what they are after in a manager and he reflects their goals and ambitions moving forward.
“Steve is the rare combination of youth and experience, vision and personality. He is a man who can embrace a club like ours and lift both the individual player and the whole club to a new level.
“We have a desire to accelerate our development so that we can achieve the ambitious sporting goals we have and not least install a winning culture in the walls at Brøndby Stadium.
“It requires a mentality, a leadership and a few broad shoulders that we have no doubt that Steve is in possession of. Therefore, we are very happy that he has agreed to pick up the challenge, continues Schmedes.”
Cooper follows in the footsetps of other young English coaches such as Graham Potter, Will Still and Liam Rosenior who have all tried their luck abroad in an attempt to forge a career away from the English football pyramid.