Despite the fundamental importance of electron density in density functional theory, perturbations are still usually dealt with using Hartree-Fock-like orbital equations known as coupled-perturbed Kohn-Sham (CPKS). As an alternative, we develop a perturbation theory that solves for the perturbed density directly, removing the need for CPKS. This replaces CPKS with a true Hohenberg-Kohn density perturbation theory. In CPKS, the perturbed density is found in the basis of products of occupied and virtual orbitals, which becomes ever more over-complete as the size of the orbital basis set increases. In our method, the perturbation to the density is expanded in terms of a series of density basis functions and found directly. It is possible to solve for the density in such a way that it makes the total energy stationary even if the density basis is incomplete.