COPENHAGEN, DEC. 13 -- Secretary of State George P. Shultz today rejected the idea of a nuclear-free zone in northern Europe and said that such concepts undermine the kind of unity within the Atlantic alliance that led to the U.S.-Soviet treaty on eliminating intermediate-range nuclear missiles.

At a news conference here, Shultz gently chided those who want to declare the Nordic region -- Denmark, Norway, Sweden and Finland and the adjoining Baltic Sea -- a zone to be recognized as off-limits to nuclear war. "The problem is the Soviet Union has nuclear weapons, and they can aim them at you, and you can't determine where they will hit," Shultz said.

Denmark, while a U.S. ally in the North Atlantic Treaty Organization, has one of the strongest antinuclear movements in Western Europe. Prime Minister Poul Schlueter's conservative government opposes a nuclear-free zone, but the idea is persistent and potentially potent in this country's politics.

The zone's advocates say there are no nuclear weapons in the Nordic region since even the two NATO members, Denmark and Norway, refuse to accept them on their territory during peacetime. They argue that, since the region poses no nuclear threat to the Soviet Union, the Soviets should reciprocate by eliminating the Nordic states as potential nuclear targets.

However, Shultz said, seeking such special treatment for Denmark and Norway would work against NATO unity. "We must all stand together, or we will hang together," he warned.

Shultz came here after reporting to NATO foreign ministers in Brussels on the treaty to eliminate medium- and shorter-range nuclear missiles signed in Washington last week by President Reagan and Soviet leader Mikhail Gorbachev. Shultz said that treaty had been facilitated by NATO's "strength of will" in deploying U.S. missiles as a countermeasure to a buildup of Soviet intermediate-range missiles in Warsaw Pact countries.

"There was a lot of political uproar in the five countries {West Germany, Britain, Italy, Belgium, The Netherlands} that agreed to take our missiles," Shultz continued. "But because they had the courage to do it, we were able to force the Soviets to negotiate and to get an agreement that brought about the object we sought."

Shultz said that the most important part of NATO's deterrence against Soviet attack has been its nuclear deterrence. "We want to reduce {nuclear weapons} still further," he added. "But we want to do it carefully in a way that preserves the unity and credibility of NATO's deterrent capabilities."

For NATO, he said, that means keeping up its conventional as well as its nuclear forces.

"I must say that Denmark could contribute more to defense than the 3 percent of its gross national product that it does now," Shultz added. "In doing so, it would contribute to the safeguarding of its own democracy and freedom."