The 56-year-old conceded Italy were not at their best, failing to employ a winning mentality in Friday’s draw
A 90th minute equaliser from Alberto Aquilani salvaged a point for the Azzurri, who had already secured their World Cup qualification.
Denmark needed a win to take second place in the group from Bulgaria, and Prandelli believes that could be an explanation for the difference in urgency between the two sides.
“We suffered above all at the start of the second half, as for 20 minutes we focused only on defending,” he told Rai Sport.
“This team is accustomed to playing and taking control, so if we lose that then we become vulnerable.
“Once we began playing again we created some good chances. Denmark had to win and therefore gave perhaps even more than they had, but we got the draw.
“We know there are moments where you mustn’t drop the concentration. We dropped back by 10 metres before the break and allowed Denmark to put those crosses in.”
Italy fielded a slightly weaker starting XI with qualification already secured, including up top where Dani Osvaldo started in place of Mario Balotelli, who should be back to face Armenia on Tuesday.
“Balotelli had a bit of a fever today, we hope he’ll be better by Tuesday. Armenia have the chance to get second place, so it will be tough, but we want to end the group unbeaten.”
The draw means Denmark must win their final group match against Malta, while hoping Bulgaria fail to defeat Czech Republic in Sofia.