The Scandinavian neighbours, both of whom are preparing for the World Cup in Russia, failed to create many chances in what turned out to be a lacklustre game in the Swedish capital.
Martin Olsson's 16th-minute volleyed effort for Sweden very much set the tone for the game - one of few chances in the first half - the outcome of which flew high into the stands.
Lasse Schone and Thomas Delaney came close for Denmark - who were missing Christian Eriksen - in the second half, while Sweden's Isaac Kiese Thelin shanked an effort over the bar from close range late on as the final whistle put an end to a dour encounter.
Sweden will face Peru in their final friendly before heading to Russia, while Denmark will hope to have Eriksen back for their game against Mexico next Saturday.
SWEDEN (4-2-2): Olsen; Krafth (Lustig 74'), Lindelof, Granqvist (Jansson 46'), Olsson; Durmaz (Larsson 83'), Hiljemark, Ekdal (Svensson 46'), Forsberg; Berg (Rohden 65'), Toivonen (Thelin 65')
DENMARK (4-2-3-1): Schmeichel; Dalsgaard, Kjaer (Vestergaard 63'), Christensen, Larsen; Kvist, Delaney; Poulsen (Fischer 77'), Krohn-Dehli (Schone 60'), Sisto (Braithwaite 46'); Jorgensen (Dolberg 73')