København 3.40 am captures the introspection and emotional turmoil of a love that wasn't meant to be. The lyrics convey a sense of realisation and acceptance, acknowledging that despite intense feelings, it's time to move on. The verses reflect on the confusion and the decision to say "enough," while the chorus expresses lingering dreams and regrets about unspoken feelings.
The song paints a vivid picture of cold Danish nights and the melancholy of missed opportunities. The outro poignantly emphasises the hardest part: since arriving there, the deep emotional connection to this person has always been present, underscoring the difficulty of moving on from such a significant relationship.