The beginning of the match was a bit scrappy, with neither team creating clear-cut chances, but it was the hosts who saw most of the ball.
After 18 minutes, the first big opportunity of the match arrived when Elias Achouri just missed the goal with a curling effort.
Soon after, the Tunisian international came close to giving the visitors the lead, but the winger's poor touch allowed goalkeeper Elias Olafsson to intervene at the crucial moment.
After the break, FC Midtjylland nearly got a dream start when Dominik Kotarski could not hang on to a long-distance drive from Dario Osorio, but the Copenhagen defense cleared the danger.
Both sides introduced purchases that they have made during the transfer window in the second half, as Mikael Uhre and Amir Richardson were handed a chance to shine.
With less than eight minutes left, the home side managed to break the deadlock when a cross from Cho Gue-sung found the onrushing Aral Simsir, who, with the help of a Copenhagen defender, scrambled the ball across the line.
Soon after, the home side doubled the lead when Kotarski headed a ball on the edge of the box straight into the feet of Victor Bak, who kept his cool to lift the ball into the goal from 30 metres.
With time running out, FC Copenhagen managed to reduce the deficit, but it was too little too late for Jacob Nesstrup's side.
Thanks to the win, FC Midtjylland moved one point within AGF in second spot, while FC Copenhagen remained in a very disappointing fifth place.