Denmark was the only bidding candidate for the women's event after South Korea withdrew their bid but Qatar were chosen ahead of France, Norway and Poland for the men's World Championship.
All nations presented their biddings to the International Handball Federation (IHF) ruling Council this morning.
"All four presentations were very good, it was a very close decision between four top handball nations," said Hassan Moustafa, the President of the IHF.
It is the first time that the event has been awarded to the Middle East and comes only a few weeks after FIFA controversially voted to host the 2022 World Cup in Qatar.
"I am disappointed because you know as I do that we have an outstanding team, on and off the pitch," a tearful French Federation President Joel Delplanque (pictured) said.
France, the reigning Olympic, European and world champions, take on hosts Sweden in the World Championship semi-finals tomorrow.
FFH technical director Philippe Bana said: "There is obviously a superior power in all sports."
Qatar, who did not qualify for this year's world championships, claimed their best result in the event when they finished 16th in 2003.
The chance to watch their sport on home ground will be welcomed by fervent fans who have been flocking to Sweden to watch the Danish team in action in the current men's World Championships.
Today's announcement by the International Handball Federation (IHF) was greeted with delight by the Danish Handball Federation's (DHF) secretary general.
Morten Stig Christensen said: "The staging of the 2015 Women's Handball World Championship is clearly in line with the strategy we have made in cooperation with Sport Event Denmark to attract major international handball events to our country on a regular basis.
"We are going to stage the 2014 European Men's Handball Championships and now also the Women's Handball World Championships.
"Who knows, we may bid for the men's Handball World Championships later on."
"These days it is almost impossible to be negative.
"Over the past few months, both our national teams - women and men - have been a great and, to a certain extent, unexpected sporting success.
"The Danish handball women were ranked as number four at the 2010 European Women's Handball Championships and as I speak our men are warming up for the semi-final of the men's Handball World Championship.
"In general, the Danes have become very enthusiastic with handball.
"The ones who are not in the sporting arena are lined up at home in front of the TV.
"Furthermore, from February 1 all our clubs are ready to register the handball stars of tomorrow, when we run our summer schools."
Lars Lundov, chief executive officer of Sport Event Denmark, who presented the Danish bid with DHF, said: "Staging the 2015 Women's Handball World Championshipa is a great opportunity for growth and development.
"In addition, handball and Denmark as a tourist and sports event destination are exposed to positive and heavy media coverage.
"The event adds value to the Danish community thanks to all the international handball visitors travelling to our country.
"It is worth noticing that handball is an Olympic sport in which the Danish handball women have been a decisive factor in as many as three Olympic Games."
This year's women's World Championships are due to be held later this year in Brazil while the 2013 event is scheduled for Serbia.
The next edition of the men's Championships are in Spain in 2013.
January 2011: Region bolsters Qatar bid for 2015 Handball World Championship
January 2011: Qatar handball stadium claimed to be most advanced ever
December 2010: Qatar 2015 brings innovation to bidding with the first ever iPad bid book
December 2010: They've got the football - now Qatar eyes handball for 2015