System operator Energinet said it was "too early to say" what the cause of the error is but has isolated it to the subsea cable near the substation.
Two vessels are being prepared to carry out a repair on the cable, which could take up to three weeks to complete.
The project suffered another outage in September 2014 following a short circuit of the onshore cable. Production was interrupted for seven days, forcing Energinet to pay developer Dong Energy over DKK 9 million in compensation.
Residents on Anholt Island lost power for approximately 30 minutes until its emergency supply started operating.
Anholt came online in 2013, and is the largest wind development in Danish waters. It is located 15 kilometres off the north east coast of the country, and features 111 Siemens 3.6MW turbines.