The incident happened following a debate between Juhl and TV personality Linse Kessler about animal welfare.
Kessler talked her way back into the studio and chased Juhl around the studio as she tried to rescue the rabbit from the radio DJ.
Asger Juhl later spoke to BBC Radio 4, explaining why he used a bicycle pump to kill the innocent rabbit.
The 34-year-old said: "I was very humane. I discussed this with people at the zoo before I did it.
"They use an iron stick [to kill animals]. I didn't have an iron stick at home - so I used a bicycle pump."
Mr Juhl later justified his actions, commenting: 'Many people in Denmark are frustrated about us killing the rabbit but at the same time they are having meat for dinner.
"They are not taking into account that you are supposed to kill an animal before you eat meat.
"Let me ask you a question. Why would it be wrong to kill an animal and then eat it?"
Listen to the original Radio broadcast (in Danish)
In a statement, Radio24syv station manager said that they realised it was likely that the killing of Allan would 'provoke reactions'.
They also said that Allan was killed 'in a sound manner, in accordance with the very precise instruction, as a zookeeper gave us - so the rabbit did not suffer any harm'.
"Our rabbit has had a good life, as a contrast to the way our industrialised agriculture treats animals every day.
"Animals that end up in the meat counter, where most of us without any great reflection, buy slaughtered animals, who have had a terrible life.
"It evokes only to a very limited extent reactions from consumers.
"That being said, it is not our wish to offend anyone with this debate. And we regret that many people have misunderstood our message.
"But the hope is that this heated debate creates better conditions for animals in Danish agriculture."
- Daily Mail