Scotland boss Gordon Strachan admitted the better side lost after seeing his team edge out Denmark thanks to an early Matt Ritchie goal at a rain-drenched Hampden Park.
The Bournemouth winger nipped in front of a hesitant Danish skipper Daniel Agger in the eighth minute to confidently knock the ball past keeper Kasper Schmeichel.
Scotland keeper Craig Gordon had to make a few saves as Denmark tried to fight back, the best in the second half from substitute Martin Braithwaite's close-range header, before the Scots held out to build on last Thursday's 1-0 win over Czech Republic in Prague.
Strachan, who started with a different 11 players on Tuesday as he builds towards the 2018 World Cup qualifiers which begin later in the year, conceded Denmark probably deserved more from the game but hailed his side's spirit and determination.
He said: "The better side were Denmark. We kept ourselves in it with a bit of grit and determination because if you look at the Danish players they are all playing at a good level, physically playing every week.
"If you look at our side four or five guys don't even get a game. I wanted to make sure no one played two games so I sent them back to their club feeling decent about themselves
"We won two games of football, that's great. The other side of it, if you look at the physical side of Denmark compared to us, it was night and day
"It was heavyweight against a middleweight. We learn from that.
"Our team spirit kept us in it, good defending, good goalkeeping, we had a couple of chances in the second half but they were the better side because basically they are at the top of their game.
"It was a gamble we took, saying that I didn't expect them to play such a strong side for their second game and you could see they had played together.
"And I tell you again, they should have gone to the Euros, if it hadn't been for (Zlatan) Ibrahimovic (knocking them out of play-offs with Sweden). They would be a good side there so the result was good."
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