The Dutch started the game brightly, with their attacking players very much threatening. Still, despite Holland's 28 shots on goal, the Danes took all three points after Michael Krohn-Dehli showed everyone how to finish.
Robin van Persie was a man on fire from his heroics at Arsenal this season, but he had an appalling Euro Championship opener. He fluffed some good chances, and his first touch was not very good, which is rare for the prolific striker.
Football analyst Clarence Seedorf opined after the match that the Gunners star is simply hindered by the immense pressure he places on himself when putting on the orange: "It happened to Robin van Persie at the 2010 World Cup. He maybe takes on too much responsibility. He should be flying after a season like he has had [with Arsenal]. He's not relaxed enough. When he plays for Arsenal it's a different Van Persie."
Denmark played the whole game on the counter, but they received outstanding performances from Daniel Agger, William Kvist and Krohn-Dehli.
The results came as a major shock, a real David-versus-Goliath outcome.
Holland had the possessions and the chances, but key players were all guilty of failing to capitalize and missing said chances. Wesley Sneijder was instrumental throughout the game, showing creativity, flair and real vision.
But even he couldn't save the day.
With the Netherlands losing their first game and Germany's winning theirs, Bert van Marwijk's side must now go on and complete mission impossible: They must win against Germany and Portugal in order to advance out of the Group of Death.
Portugal lost only 1-0 to Germany, who, outside of Spain, are firm favourites to lift the trophy. I think Portugal can go all-out against Denmark in their matchup, but for Holland to pick up from this dismal performance and put on a show against Germany is going to be tough.
While the Netherlands have great attacking quality in the side, you could argue that their defense is weak, and the Germans are expected to maintain strong pressure throughout their meeting.
But one of the favourites lost, while the strong contenders won. The way Denmark won the game will certainly be a huge boost to other smaller sides in the competition.
Anything can happen, but Holland must do something truly magical to go through now.