The Great Belt link consists of a road suspension bridge and a railway tunnel between Zealand and the small island of Sprogo, with a bridge for both road and rail traffic between Sprogo and Funen. The passenger train had departed from the city of Odense.
A police officer looks on near a damaged cargo train compartment near the Storebaelt bridge, near Nyborg in Denmark.
Emergency management said getting to the victims and survivors was hard because of continued bad weather.
Six passengers were killed when a Danish train crossed a bridge that had been closed to cars because of high wind.
"All I can say is that there is a trailer missing on the cargo train and there's a trailer involved in the accident".
While the cause of the crash is still under investigation, it appears the commuter train hit cargo that had fallen from a passing freight train, forcing it to brake suddenly, the Associated Press reports. "Ordinary Danes on their way to work or on the way home from Christmas holidays have had their lives shattered", Danish Prime Minister Lars Lokke Rasmussen said in a tweet.
All possible causes are being investigated.
The Danish broadcaster said that police were urging survivors to contact their loved ones to let them know they are safe.
Flemming Jensen, managing director of Denmark's national rail service, DSB, said it took the accident very seriously.
Police could not provide details but confirmed an object had hit the train. He said the operator "will contribute everything that we can to the investigation".
Photos from the scene show the freight train was carrying crates of beer, and the tarpaulin that covered the train was torn in pieces.
The Storebaelt bridge is part of a system of bridges and a tunnel linking the Danish islands.