A well-preserved three-toed footprint, measuring 34 mm in length from a very small predatory dinosaur with an estimated hip height of 153 mm and a total body length around 50 cm including tail, is reported from the type section of the marine Lower Jurassic (Pliensbachian), Hasle Formation on the Danish island of Bornholm in the Baltic Sea. The morphology of the footprint is similar to the ichnogenus Stenonyx Lull 1904 from the contemporaneous Pliensbachian Szydlowek site in Poland. Apart from the Polish material, footprints from diminutive dinosaurs are rare and reported from few other localities around the world. The occurrence of a diminutive dinosaur footprint in a shallow marine sandstone is enigmatic. The well-defined morphology of the footprint, together with the very small size of the trackmaker, excludes the possibility that the track was emplaced by a swimming or wading animal. At the type locality where the footprint was found the formation consists of ferruginous coarse siltstone and very fine-grained sandstone, showing hummocky and swaley cross-stratification and rare large-scale trough cross-bedding and planar lamination. Deposition took place mainly in the upper shoreface in a storm-dominated environment 1 km west of the N−S-oriented faulted coastline. The formation becomes thinner and finer grained with heterolithic intercalations towards the south, indicating coast-parallel transport in this direction. The extreme uniformity in sedimentary facies as seen in two nearby fully cored boreholes shows that the accommodation space created by rapid subsidence along the fault was continuously filled in to upper shoreface level by rapid longshore sediment influx from the north. In quiet periods with easterly winds and extreme low-water low tide, the small dinosaur creating the newly found footprint is interpreted to have walked in shallow beach pools, thus explaining the strange occurrence of the footprint in a marine deposit.