The first Danish-language work by Refn since Pusher 3 (2005), it follows Miu (Angela Bundalovic), a renegade with various psychic abilities who goes on an unknown quest on Copenhagen's criminal underworld.

[1][2] A young enigmatic renegade named Miu, rumored to be a psychic that brings luck to her surroundings, revisits Copenhagen with an unknown motive.

[7][8][9] On July 22, 2022, it was revealed that Angela Bundalovic was cast in the leading role, along with Fleur Frilund, Lola Corfixen, Zlatko Burić, Andreas Lykke Jørgensen, Jason Hendil-Forssell, Li Ii Zhang, Dragana Milutinović, Mikael Bertelsen, Mads Brügger, Ramadan Huseini, and Per Thiim Thim.

[6][17][18][19] Series editors were revealed on September 4, 2022, with Matthew Newman, Olivier Bugge Coutté, Olivia Neergaard-Holm, Allan Funch joining the post-production team.

PETA filed a complaint on December 9, 2021, accusing Copenhagen Cowboy production team of killing pigs during the filming process.

"[24] Jonathon Wilson of Ready Steady Cut gave the series 4/5 stars, praising Bundalovic's performance and the direction, writing "...in the limitless potential of its ideas and the striking strangeness of its execution, it'll live in the memories of everyone who watches it.

"[28] Brian Tallerico from RogerEbert.com gave the series 2/4 stars, claiming that "Most of the ideas in Copenhagen Cowboy are underdeveloped, and Refn is repeating more than he is reinventing.

"[29] Rafaela Sales Ross of The Playlist gave the series a C+ grade, saying "[I]f one is ever so inclined to indulge the filmmaker's predilection for the self-congratulatory, then Copenhagen Cowboy will work a treat.

"[31] Steph Green of Sight & Sound shared a similar opinion, writing, "Copenhagen Cowboy will be manna for those partial to Refn's acidic, arcane films ... it's an overly languid journey, however visually striking it may be.