
Taking place at Newport County's Rodney Parade, Wales went into a two-goal lead via Cardiff City forward Tanatswa Nyakuhwa and Barrow loanee Chris Popov.
Thomas Jorgensen pulled a goal back for the visitors just before half-time. His goal was followed up by Adam Daghim who levelled the scores early in the second-half.
Denmark went into the lead via Conrad Harder. He was joined on the scoresheet by Oscar Schwartau, August Priske and Silas Andersen as the visitors confirmed a 6-2 triumph.
Dan, who was making his U21s debut, played for the entire game, and will be hoping to add more match minutes as Wales continue their bid to reach the European U21s Championship.