Great Prayer Day (Store Bededag) is a Danish public holiday, falling on the fourth Friday after Easter.

Before the Reformation there were minor prayer days in Denmark where people fasted and the minister prayed for peace. In the countryside, this was the case every Wednesday. Furthermore, there were prayer days on special occasions. All these prayer days were abolished with the Reformation, but in the following centuries they were re-introduced one by one.

Great Prayer Day as Danes know it today was introduced by the bishop of Zealand (1673-1693) Hans Bagger, who in his diocese introduced three fasting holidays. The second of these fasting days was on March the 27th 1686 made into an "extraordinary, common prayer day" for the entire kingdom.

From sunset the night before and thoughout the whole day nobody was allowed to work. Therefore, the bakers made wheat buns (hvedeknopper), which customers could buy and heat the following day - on The Great Prayer Day. This tradition has gradually changed and today many people eat the heated wheat buns on the night before Great Prayer Day.