A pair of substitutes brought defeat last night for Wales's new managerial duo, who had been handed the reins on Sunday in a desperate attempt to keep the country's European Championship bid alive.
Denmark's late goals, coupled with Switzerland's achievement in holding Italy to a draw puts the Welsh back in the familiar territory of praying for a miracle.
Just as in Copenhagen last October, the Danes had by far the better of the contest but this time the decisive events in the final minutes went in their favour, and Neville Southall and Mark Hughes were left as helpless onlookers.
Denmark's first goal arrived with six minutes remaining after Gary Speed produced a weak header, Paul Jones an ineffective punch and the first replacement, Jon Dahl Tomasson, turned the ball home.
That was so unfortunate for the otherwise splendid Jones, who once again stood defiantly against the logic of another Welsh defeat. He was beaten again in injury-time from Stig Tofting's penalty, after Chris Coleman was adjudged to have fouled Tomasson.
The first selection of the new regime revealed three changes from the side who lost heavily in Italy. Coleman had shaken off a calf injury while John Hartson started an international for the first time in a year. Former manager Bobby Gould's preference for a three-man defence was also abandoned as Wales regrouped on more traditional lines.
Hughes's first challenge was less than diplomatic for an assistant manager, and Denmark's Chelsea midfielder Bjarne Goldbaek was fortunate to be able to carry on without treatment. It was just the start predicted for Wales, with Southall preaching the virtues of passion and commitment, although Hughes never needs a reminder on those scores.
Ryan Giggs remained on the fringes for much of the first half. A 25-yard free kick which found the side-netting roused those fans from their seats but the calm demeanour of Peter Schmeichel showed that he always had it covered. And for the rest of the tie the Danes pressed forward until their efforts finally got their reward.
Wales: Jones, Jenkins, Barnard (Legg 90), Robinson (Pembridge 86), Melville, Coleman, Speed, Saunders, Hartson (Bellamy 87), Hughes, Giggs. Subs Not Used: Symons, Page, Williams, Crossley. Booked: Hartson.
Denmark: Schmeichel, Colding, Henriksen, Hogh, Heintze, Goldbaek, Nielsen (Toefting 83), Gronkjaer, Molnar (Tomasson 70), Joergensen (Frandsen 90), Sand. Subs Not Used: Olsen, Nielson, Sorensen, Frederiksen. Goals: Tomasson 84, Toefting 90 pen. Attendance: 10,000.
Referee: A Ancion (Belgium).