In response to Danish Foreign Minister Jeppe Kofod saying on Tuesday that the troops were there by a "clear invitation," the Malian government said it was surprised because a decision on the Danish request in June to deploy troops was still pending.
"No accord authorizes the deployment of Danish special forces to the Takuba Task Force," the Malian government said in a statement. Norway, Portugal and Hungary are still waiting for approval and have not deployed troops, it added.
Mali's government on Monday asked Denmark to immediately withdraw the troops.
The European task force was set up to help Mali and West African Sahel neighbours Burkina Faso and Niger tackle militants linked to the Islamic State and al Qaeda who have occupied swathes of territory in the area where their borders meet.
In a statement, the 15 countries said they deeply regretted the Mali government's allegations that the Danish contingent in Takuba lacked a proper legal basis.
"They act in full accordance with international and national laws in their support to the Malian armed forces and in their long-standing fight against armed terrorist groups," the 15 nations said.
The Takuba Task Force was established as a partial successor to a French counter-terrorism operation in the West African Sahel region. French President Emmanuel Macron has started to reduce the operation which had over 5,000 troops.
The task force includes 14 European countries, which provide special forces, logistical and tactical support to work alongside regional troops for targeted operations against Islamist militants.