As, mentioned before, I'm a big fan of summer and the short distance to the water for a swim. Islands Brygge is situated only 5 minutes away from my studio. I often go for a dip while working. Popular amongst all the people in Copenhagen and many people barbecue and have beers during the evening there.
Nestled just north of the city, Dyrehaven is a vast, surreal landscape of meadows, castles, and gnarled fairy-tale like forests — Inhabited by a seemingly infinite population of wild deer. Lovely for runs, strolls, woodland adventures, and the like.
Especially lovely in the autumn, Frederiksberg Have is a really grand park in the middle of the district— Freckled with ponds, streams, and an old palace atop a hill in its centre.