The 475-mile (765km) high-voltage Viking Link cable joins Bicker Fen in Lincolnshire with Jutland in Denmark.
When it is completed, the two countries will be able to share enough green electricity to power up to 1.4 million UK homes, the utility company said.
Rebecca Sedler, from the interconnectors team, said it was a "fantastic moment" for the project.
The final section of the link was completed offshore in the North Sea on a cable-laying boat called the Leonardo da Vinci.
It involved lifting sections of cables out of the water and joining each strand together on the vessel.
The route includes about 40 miles (64km) of underground cable running through four Lincolnshire council districts.
'Huge benefits'
Ms Sedler, National Grid's managing director for interconnectors, said: "As countries begin to integrate more offshore wind generation into their energy systems, interconnectors will become critical for transporting clean and green energy and helping to manage the intermittent nature of renewable sources.
"Interconnectors bring huge benefits to the UK, acting as clean energy super-highways, allowing us to move surplus green energy from where it is generated to where it is needed the most."
Construction on the Viking Link began in 2019 and is expected to be completed by the end of the year.