Eighth graders from Malmö's Östra junior high school had been in touch with their counterparts at the Hjallese school in Odense since last summer.
The two classes used Facebook and internet chats to build bonds as part of an initiative by the Danish school, the local Sydsvenskan newspaper reported.
The exchange was set to enter a new phase in December after the Malmö students invited those from Denmark to come to Sweden for a three-day visit that would include overnight stays with families in Malmö and participation in the Östra school's annual celebration of the Saint Lucia holiday on December 13th.
But the visit was scrapped at the last minute after parents of the students in Denmark expressed their concerns about the safety of Sweden's third-largest city.
"They were very worried about sending their kids there," Keld Gantzhorn, vice principal of the Hjallse school, told the paper.
Gantzhorn explained the school met with parents in an effort to assuage their concerns, but to no avail. While the Danish class hopes to build relationships with another school in Sweden, it won't be one in Malmö, the vice principal added.
The snub left school students and officials in Malmö feeling dejected.
"At first I was angry, then more sad," Östra school's Karolina Linse told Sydsvenskan.
Malmö students also expressed their disappointment by changing the title of a blog set up to trace their relationship with the Danish school to "From Malmö to Odense: The meeting that never took place" (Från Malmö till Odense – mötet som aldrig blev av).
"In December 2013, 16 students from the Hjallese school in Odense in Denmark were to come to Östra school in Malmö. We were really looking forward to it. Unfortunately these plans were stopped by the Danish parents' prejudices about Malmö," the site reads.