Just north of Copenhagen you will find Hellerup Strand, which is a sandy and kid-friendly beach.
Hellerup Strand is a relatively small beach that stretches about 100 meters from Onsgårdsvej to Lille Strandvej.
Here you can swim, play or dip your toes. The beach is also great for the kids as the water isn't very deep. Furthermore, there is a playground with swings.
It is recommended that you arrive somewhat early due to popularity of the beach on a warm summer day.