Assessing the pressure buildup in CO2 storage sites and especially the vertical propagation is vital for evaluation of site behavior and security. Vedsted structure in the Northern part of Jylland in Denmark consists of 290 m thick Gassum Formation at 2100 m depth forming the primary reservoir and is sealed by the 530 m thick Fjerritslev Formation which is mainly shale lithology with very low permeability. Overlying the caprock is a number of formations forming secondary reservoirs and seals including a 420 m thick Chalk Group which is overlain by 20–50 m Quaternary deposits. Seismic profiling of the structure shows the presence of northwest-southeast trending faults of which some originate in the upper layer of the Gassum reservoir and some reach the base Chalk Group layer. Two faults in the upper Gassum reservoir have been interpreted to be connected to the base Chalk Group. In order to evaluate potential risks associated with vertical pressure transmission via the faults through the caprock, a number of simulation cases have been run with various fault permeabilities spanning orders of magnitude to represent both the worst and best case scenarios. Fault rock permeability data were obtained from a literature study and range from 1000 mD (maximum value reported from sedimentary rock environment) for the worst case scenario down to 0.001 mD (sealing faults in sedimentary rock environment) for the best case scenario. The results show that after injecting 60 million tons (Mt) of CO2 at a rate of 1.5 Mt/year for 40 years, overpressure is developed in the reservoir and about 5 bar is transmitted to the base Chalk Group for the 1000 mD fault permeability (open fault) case, while for the 0.001 mD (sealing fault) case the pressure buildup is confined within the primary caprock. The results also show that, approximately 0.3–5.0 bar overpressure can be transmitted to the base Chalk Group when the fault permeability is above 1.0 mD.