The Sea Shepherd founder, who had previously been based in Hobart, was taken into custody by police when his ship, the John Paul DeJoria, docked in Danish-controlled Greenland's Nuuk harbour on July 21.
A local court ordered his detention and he will reappear on August 15 after a Japanese notice for his arrest was issued through Interpol.
The Paris-based activist could face up to 15 years in prison in Japan on charges related to his anti-whaling interventions in the Antarctic region.
On Thursday, Mr Brown said the case would shame Copenhagen in the eyes of the world "if it acts as the lickspittle of Tokyo, whose cruel and bloody whaling in Antarctic waters ended in 2014 because it was found to be illegal by the International Court of Justice".
Captain Watson had upheld global law "but he is now the one headed to prison while in the custody of the Japanese government, at the behest of their whalers", Mr Brown said.
"So we've got a perverse and totally wrong process here of the criminals jailing the person upholding the law," he said.
"Under international law, the Japanese whalers are the criminals; if the Danish government wants to lock somebody up, go for them."
He conceded Queen Mary would not want to be involved in the direct legal activities of the Danish government "but they need to know that their queen knows that in Tasmania, this is a furore".
"Australians will not want Paul Watson sent to Japan to a death penalty, effectively, in a Japanese jail," he said.
Bob Brown says there is huge support for Capt Watson, who was pivotal in removing Japanese whalers. (Ethan James/AAP PHOTOS)
In his letter to the Queen, the former Greens leader writes that most Australians supported Capt Watson's efforts to end the cruel and illegal whale slaughter.
"We owe him a great debt," he wrote.
"I am drawing his plight to your attention so that you may know about the need to gain his release.
"Japan has withdrawn from the International Whaling Commission and has a new whaling vessel capable of resuming whaling in the south again."
In 2008, the Australian Federal Court ruled that Japanese whaling was a criminal activity.
The Captain Paul Watson Foundation uses "aggressive non-violence" to protect whales and other marine life.
A petition on the foundation's website calling for Capt Watson to be freed attracted 25,000 signatures within hours of its launch.
Police and SWAT team members took a handcuffed Capt Watson into custody. (HANDOUT/FIJI CHAMBARET)
More than a dozen Danish police and SWAT team members boarded the John Paul DeJoria in July and a handcuffed Capt Watson was led off of the ship.
The vessel had stopped in Greenland to refuel en route to the Northwest Passage on a mission to intercept Japan's newly-built factory whaling ship, Kangei Maru, in the North Pacific.
The arrest was believed to be related to a former "red notice" issued for Capt Watson's previous anti-whaling interventions in the Antarctic region, the foundation's Ship Operations Director Locky MacLean said.
Japan's Antarctic research whaling program JARPA was declared illegal by the International Court of Justice in 2014.
"We're completely shocked, as the red notice had disappeared a few months ago," Mr MacLean said.
"We understand now that Japan made it confidential to lure Paul into a false sense of security."
Mr McLean said the foundation was imploring the Danish government to release Capt Watson and not to entertain a politically motivated request.
16°C