The two sides meet at the Cardiff City Stadium on Friday with Wales seeking revenge for their 2-0 defeat in Aarhus in September.
Here, Press Association Sport considers some of the talking points surrounding the game.
Winner takes all
The Nations League was much maligned when it was introduced, with critics complaining its format was too complicated. Yet players from both sides have been talking of a Cardiff 'final' and a desire to play in the top tier of a competition that victory would bring. Although it has taken a bit of getting used to, the Nations League is certainly a big upgrade on meaningless friendlies. Promotion is definitely a prize worth winning, especially with the incentive of top spot providing another opportunity to qualify for the 2020 European Championship.
Bale return would be massive
Wales managed to win in the Republic of Ireland last month without the injured Gareth Bale. The Real Madrid forward was troubled by muscle fatigue at the time but has since returned for his club. Bale, however, was the subject of some heavy Celta Vigo tackling on Sunday and an ankle injury has been assessed this week. Wales will be desperate for their talisman to be present and not miss out as he did when the Republic ended their 2018 World Cup qualification hopes.
Can Wales stop Eriksen?
The first game between the two sides was dominated by one man – Christian Eriksen. The Tottenham midfielder operated in a more advanced role than he is used to in the Premier League and Wales simply could not cope with his intelligent movement. Too often, Wales left him unattended 20 yards from goal and were duly punished. Eriksen scored twice in the 2-0 win and Wales boss Ryan Giggs must come up with a plan of action to stop Denmark's danger man.
Does Giggs back youth again?
Giggs was dealt a bad hand in Dublin last month when star men Bale and Aaron Ramsey were both ruled out. But the Wales boss was bold in his selection, with senior players such as Chris Gunter, Andy King and Sam Vokes kept in reserve and youth given its head. Connor Roberts, Matthew Smith, David Brooks, Harry Wilson and Tyler Roberts started despite all being 23 or under. Wilson even came up with the winner – but can Giggs be as brave against the streetwise Danes?
Cardiff crowd could be key
Wales' last home game, the high-profile October friendly against Spain, was played at the Principality Stadium and over 50,000 turned up at the home of Welsh rugby. But Wales have revelled in playing down the road in recent times with the Cardiff City Stadium producing electric atmospheres. The final ticket for the Denmark game was snapped up on Tuesday, and the players will perform before a 33,000 sell-out. That is a huge boost for Wales and could prove pivotal.