Danish coach Morten Olsen said the Euro 2004 match with their neighbours was Denmark's own final and they were desperate for victory.
"We were hoping that this would be the decisive game and now we have to win it," he said.
Italians are worried that Denmark and Sweden could conjure up the 2-2 draw that would knock their country out even if Italy beat Bulgaria in their final game.
Olsen laughed off the suggestion, saying it was possible to try to play for a 0-0 draw, but not a 2-2 draw.
"We have to play for a win and keep in the back of our minds that 2-2 is good enough to qualify," he said.