In Cannes, company boss Peter Aalbeck Jensen told Screen that the company he and Von Trier founded it will be opening further facilities in Sweden where it has long been supported by regional fund Film I Vast.
Zentropa is also in advanced negotiations with a regional fund to set up Von Trier's planned English-language horror film Antichrist in Germany.
'The financing systems in Sweden and Germany are much better. There is no reason for us to be with so much activity in Denmark,' Aalbeck Jensen commented.
The Zentropa boss acknowledged that the Danish Government provides strong support of the Danish film industry. 'But it is not geared to a company like us. It is geared to a smaller two or three person company.'
Trust Film Sales will remain at Zentropa's base at Filmbyen in Copenhagen.
Danish Film Institute chief executive Henning Camre was striking a phlegmatic note about Zentropa's plans to leave Denmark. 'They are pretty European in their thinking,' he said. 'I don't see it as a problem. It is a more healthy way to attract co-productions.'
Meanwhile, Jensen dismissed recent reports in the Danish press that Von Trier has been left unable to work by depression.
'He (Von Trier) has been depressed since he was seven years old. He is always depressed between two films. I was having a dinner with him Saturday where I promise you he was alive and kicking.'
The Zentropa boss suggested that Von Trier was unlikely to complete the trilogy begun with Dogville and Manderlay. However, he predicted that Antichrist will be as provocative as any of Von Trier's films and that 'it will probably make a riot down here in the Croisette, like always.'