It is the first time a Danish contestant has won Miss Universe.
The pageant was held in the Mexico City Arena, an indoor venue with a capacity for 20,000 people. Supporters inside shouted and waved flags from countries around the world.
The ceremony began with 131 mariachi musicians and singer Taboo of the Black Eyed Peas playing Mexicana, a song created by Emilio Estefan for the contest.
The gala was hosted by Mario López; Olivia Culpo, Miss Universe 2012; presenter Zuri Hall; and Catriona Gray, Miss Universe 2018.
Organisers said that there were more than 120 contestants.
This year some countries were represented for the first time, such as Belarus, Eritrea, Guinea, Macau, Maldives, Moldova and Uzbekistan.
This is the third time that Mexico has hosted Miss Universe.
