In the clip, an intruder can be seen grabbing the Russo-Baltique vodka before fleeing the pub.
The owner of the bar said the empty bottle was still valued at the same price. While the stolen bottle is intact the contents has been downed.
Made from three kilograms (6.6 pounds) of white and yellow gold, three kilograms of silver and crowned with a diamond-encrusted replica of the Russian Imperial Eagle on its cap, it is believed to be worth $1.3 million (€1.07 million).
Police say the investigation is continuing.
In a headline-making incident, the "world's most expensive" vodka bottle, approx. worth Dollars 1.3M was stolen, and recovered two later, in empty state.
"Unfortunately, it's empty. It is one of those working on the construction site that has found it", he told Danish tabloid newspaper Ekstra Bladet.
Hvass said Wednesday police were notified of the theft on Tuesday.
The bottle was found at a construction site, and although it was dented and empty, its owners are thrilled to have it back. The bottle wasn't broken, so the owner said he plans to just refill it.
Bar owner Brian Ingberg whose bar has 1,200 vodka bottles, told Denmark's Ekstra Bladet tabloid that the bottle resembles a vintage vehicle front. One hopes nobody will try to swipe it again, but a bottle worth $1.3 million is pretty tempting, and restaurants are prime targets for thieves.