On 6 July 2007, Würtz moved to league rivals F.C. Copenhagen, signing a five-year-long contract with the defending Danish champions. The transfer fee was reported to be around 3 to 4 million Danish kroner (€500,000). In his first time at Copenhagen, Würtz suffered injuries and the lack of playing time caused his form to dip. In February 2009, he was loaned out to Superliga relegation battlers Vejle Boldklub. He played 15 Superliga games and scored one goal for Vejle, but could not prevent the club from being relegated. As he had played one game for Copenhagen earlier in the season, Würtz had the bitter-sweet experience of both relegation and winning the championship during the 2008–09 Danish Superliga season.