Objective: To examine trends in incidence and survival of non-epithelial ovarian cancer in Denmark over nearly 40 years, using nationwide, population-based cancer registry data. Methods: From 1978 to 2016, we identified the non-epithelial ovarian cancer cases among all ovarian malignancies in the Danish Cancer Registry. Age-specific incidence rates, age-standardized incidence rates, and average annual percentage change (AAPC) were estimated with 95% confidence intervals (CIs). Overall and 5-year relative survival analyses were conducted and supplemented with Cox regression to explore the effect of different characteristics on overall mortality. Results: A total of 720 non-epithelial ovarian cancers were identified, corresponding to 3.4% of all ovarian malignancies. The majority of non-epithelial ovarian cancers were germ cell tumors (49.9%) and sex cord-stromal tumors (38.6%). The age-standardized incidence rate of germ cell tumors was stable over the study period, ranging between 0.33 and 0.39 per 100,000 woman-years. In contrast, the age-standardized incidence rate of sex cord-stromal tumors declined from 0.30 (1978–1987) to 0.09 (2008–2016) per 100,000 woman-years (AAPC = −5.15%; 95% CI: −7.29, −2.96). The 5-year relative survival of germ cell tumors and sex cord-stromal tumors was 94% and 79%, respectively, in the most recent period (2008–2011). Cox regression showed that overall mortality was associated with calendar year, age, and stage. Conclusions: The incidence of germ cell tumors was stable over calendar time, whereas the incidence of sex cord-stromal tumors decreased significantly. Non-epithelial ovarian cancer overall mortality has decreased during the study period and this could not be explained by taking stage and age at diagnosis into account.