Redmayne plays artist Einar Wegener who became the first person to undergo gender reassignment surgery in 1930 with the support of wife Gerda Wegener before renaming herself Lili Elbe.
The Jupiter Ascending actor has been tipped for an Oscar for his protrayal of the transgender pioneer at next year's prestigious ceremony.
The premiere attracted a handful of famous faces including Dakota Blue Richards, who worked gothic glamour in tight black trousers, model Laura Bailey, who opted for a striped gown and Sofia Hayat who flaunted her figure in a PVC outfit.
The Danish Girl is set for UK cinema release on January 1, 2016.