The decision has been condemned by the Wales captain, Gary Speed, the coach, Graham Williams, and the Football Association of Wales president, John Owen Hughes.
The Danes complained that they wanted to have the same conditions as Italy when they faced Wales at Anfield last September. They also told Uefa they planned to bring 4,000 supporters to Wales and that Ninian Park could not accommodate them.
Speed was at the forefront of the campaign to switch the match to the Welsh capital following the success of the October tie there with Belarus.
"The Danes must have kicked up one hell of a fuss for Uefa to turn down Wales' request," Speed said. "It's now up to the players to make Denmark pay at Anfield - and it makes me even more determined to beat them. It's clear that Denmark feel we are a serious threat to them."
Wales' full FA council meets tomorrow and by then Hughes hopes that a proposal to appeal can be put to the meeting in Welshpool. "We knew this would cost us money after deciding not to play at Anfield as we would have to compensate Liverpool," Hughes said. "But we knew the players and the supporters wanted it, so we approached Uefa. We want victory not money.
"We are certainly investigating the possibility of an appeal. The complaints from Denmark are centred around wanting the same treatment as Italy got and because they seem to want to bring 4,000 fans with them and said they couldn't have that many at Ninian Park. But they are entitled to 10 per cent, not a set figure. If it had been Cardiff they would have had 1,200 tickets. Let's face it, some people might want 50 Cup final tickets but have to accept they can have just one."
The Wales coach, Bobby Gould, is on holiday in Mauritius but his assistant Williams said Uefa's decision was "shocking". He said: "Does that mean that when teams get drawn at places like San Marino and the Faroe Islands that big nations are going to be able to say they are not prepared to play in those stadiums or countries?
"And now, can Belarus complain because they had to play in Cardiff and lost? Are they going to say they should have been given the same conditions as Italy and Denmark? It's a nonsense."
Now Switzerland, who play Wales on 10 October in the final group match, also want to play at Anfield. Their match was scheduled for Cardiff, with Wales hoping to use the Millennium Stadium, which should be completed by then. But that will not be possible now because the date coincides with a Rugby World Cup match and police have refused to allow the international to be played at Ninian Park on the same night.
Wales are hoping to take the game to Wrexham, but the Swiss could object to that and ask Uefa to make Wales use Anfield again.Reuse content