They'll take on England on Wednesday having beaten the Czech Republic 2-1 in Baku yesterday.
The Danes raced ahead early on through a Thomas Delaney header and they managed to further their advantage in style when Kasper Dolberg kept up his fine form when he volleyed in from an excellent Joakim Maehle cross.
The Czechs did pull one back but the very much in form Danes held out to set up the tie at Wembley. Christian and Mathias both featured in the game as second half substitutes and they will be aiming for more game time when they return to England next week.