The statement was issued on Friday by the leaders of all five parties that won seats in parliament in an election held earlier this week.
"We — all party chairmen — cannot accept the repeated statements on annexation and control of Greenland," the statement said.
"We, as party chairmen, find this conduct unacceptable to friends and allies in a defence alliance."
Greenland is a self-governing region of Denmark, a NATO ally of the United States.
The party leaders released their statement after Trump reiterated his desire to take control of Greenland, which guards strategic air and sea routes through the Arctic.
During a press conference with NATO Secretary-General Mark Rutte on Thursday, Trump was asked about his vision for annexing Greenland.
"Well, I think it'll happen," Trump responded.
He added "we've been dealing with Denmark. We've been dealing with Greenland. And we have to do it. We really need it for national security."
Trump reminded his audience that the US already has military bases in Greenland.
"Maybe you'll see more and more soldiers go there," he said.
"I don't know."
Greenland Prime Minister Mute B Egede was even more outspoken than his parliamentary colleagues in rejecting Trump's comments.
"Our country will never be the USA, and we Greenlanders will never be Americans," he said on Facebook.
"Greenland is one country. We are united."
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