Starting out on the bench, they were introduced in the second half at the Parken Stadium. That was after a moving tribute from players, staff and fans to Christian Eriksen on the 10-minute-mark.
Denmark took the lead through Yussuf Poulsen in the opening minutes but were pegged back shortly after half-time. Thorgan Hazard got on the end of a Kevin De Bruyne cross to level the scores before the Manchester City midfielder then scored his country's second with 20 minutes to go.
Christian was brought into the fray just after the hour, with Mathias joining him on the field 10 minutes later. The pair became the first Brentford players to appear for the same team in the European Championships. Jensen was later booked for a challenge on Youri Tielemans, before firing a late shot just wide of the target in search of an equaliser.
The Danes play their last Group B game on Monday against Russia, who beat Finland 1-0 in St Petersburg. A win in that game could still see them qualify for the knockout stages of the tournament in second place, but Finland would need to lose to Belgium too, and The Red Devils have already progressed to the Last 16.
There's more action for Brentford players later today as Sweden take on Slovakia in Group E. Pontus Jansson was an unused subsititute during the goalless draw with Spain this week but with injuries to defensive players, he could be in line to win his 28th cap for his country. They kick-off this afternoon at 2pm.