Concentration is the amount of substance present in a given quantity of another substance. It is thus a quantity or number of atoms present in a unit volume of another substance. The first substance could be solid, liquid or gas. This is called a solute and the substance in which it is added is called solvent. This solvent is generally liquid.
Density is defined as mass per unit volume of a substance. Generally, the density of an object is the total mass of the object divided by the total volume of the object. This object is generally a solid or liquid. Thus, density and concentration are related terms dealing with concentration in general. Concentration deals with small particle while density is concerned with the mass. Thus, concentration is directly proportional to density for elemental substances but not in general.