Cohen, head of business events, UK & Ireland and international sales and marketing manager, depart today following an internal restructuring.
"I have decided the time is right to set up my own company, Azimuth Marketing & Communications, that will offer project-based sales and marketing support services for the meetings and events industry," he said.
Azimuth will also offer sales training, representation, branding and PR support.
Henrik Kahn, Visit Denmark director UK/I said: "We wish Jonathan well and will continue to build on the success he has helped to bring to Denmark also in the future."
Visit Denmark's London-based business events team will continue operating with Margit Klemmensen as the marketing manager, and Ines Lebaek as sales manager.