A defeat, courtesy of Jon Dahl Tomasson's 85th minute goal and Stig Tofting's injury-time penalty, was marginally better than the rout by Italy on Saturday, but not by much, and it almost certainly ended Welsh hopes that they will qualify via the play-offs by finishing second in Group One. Indeed, but for a series of saves from Paul Jones, the result could have been just as embarrassing.
The only noticeable difference was that a Welsh home game did not ring out to "Gould must go", but even the songs exulting the caretaker manager, Neville Southall, had a hollow ring to them. If this is the brave new world, the consensus was, you can keep it.
For 84 minutes Wales answered Southall's plea for passion, but as their legs ran out of energy so did their luck. The dragons breathed fire in midfield but extinguishing foam up front and Peter Schmeichel, on probably his last appearance in Britain, did not have a shot to save. His only problem was the taunts from the Welsh crowd - and even that was mild by Anfield standards.
Nevertheless, Southall was happy. "The players showed more commitment, character and bravery than they have for a long time," he said. "They were prepared to die for their country and you can't ask for more than that. I'm very proud to be Welsh tonight and the Welsh public should be too."
Proud, but bereft. The fact Wales had to play in England while Cardiff Arms Park is being rebuilt seemed to encompass their problems. Leaderless and groundless, the team could hardly have been encouraged by the sight that greeted them when they took to the pitch. The Kop and the Centenary Stand were half empty and Anfield Road would have been totally deserted but for a small knot of Danish supporters. This after an unpopular manager had departed and there had been appeals from Southall to turn this pocket of Merseyside into Wales for a night.
Ryan Giggs curled a free-kick 25 yards out into the side-netting after 18 minutes and Gary Speed also grazed a post with a header, but when Ebbe Sand drifted a header wide after 38 minutes and then Jan Heintze was denied by Jones' charge after a delightful one-two with Miklos Molnar, the trend was set.
Wales moved Giggs forward and inward from the left flank in a forlorn attempt for him to get the ball, but the pattern had been set and Denmark's flow was irresistible. At least it was for everyone but Jones, who made a series of brilliant saves, none better than his one-handed tip over the bar from Sand's point-blank header after 47 minutes. Even when the Southampton goalkeeper was beaten Andy Melville popped up on the line to clear Sand's shot.
It was hugely ironic, then, that Jones should be at fault for Denmark's first goal six minutes from the end. He went for and failed to gather Tofting's long throw and, as the ball fell from his grasp, Tomasson, the former Newcastle striker, turned and lashed the ball into the net.
Wales looked like they had been on the wrong end of a heavy punch but worse was to follow in injury time. Chris Coleman challenged Tomasson clumsily and, when the referee awarded a penalty, Tofting scored from the spot, sending Jones the wrong way with a chip into the right-hand corner.
WALES (4-4-2): Jones (Southampton); Jenkins (Huddersfield), Coleman (Fulham), Melville (Fulham), Barnard (Barnsley); Robinson (Charlton), Hughes (Southampton), Speed (Newcastle), Giggs (Manchester United); Hartson (Wimbledon), Saunders (Benfica). Substitutes: Pembridge (Benfica) for Robinson 85; Bellamy (Norwich) for Hartson, 87; Legg (Cardiff) for Barnard, 90.
DENMARK (4-4-2): Schmeichel (Manchester Utd); Colding (Brondby), Henriksen (AB Copenhagen), Hogh (Fenerbahce), Heintze (Bayer Leverkusen); Jorgensen (Udinese), Goldbaek (Chelsea), A Nielsen (Tottenham), Gronkjaer (Ajax); Sand (Brondby), Molnar (Seville). Substitutes: Tomasson (Feyenoord) for Molnar, 70; Tofting (Duisburg) for A Nielsen, 82; Frandsen (Bolton) for Jorgensen, 90.
Referee: A Ancion (Belgium).