The two nations last played each other in their 2010 World Cup opener, from which Bert van Marwijk’s side emerged victorious.
But Van der Wiel and Heitinga both believe Morten Olsen’s men have improved since their match in South Africa and could prove to be dangerous opponents.
|VAN MARWIJK FOCUSED
|Coach insists his Dutch team will not underestimate Denmark
"We know them a bit from two years ago,” Van der Wiel told Uefa.com. “But I also heard from [Denmark playmaker] Christian Eriksen that it's a different team now with a lot of young players in it.
“They have improved, so I think that we can expect to face a strong Denmark side who will want to win the game.”
Van der Wiel then went on to praise Ajax team-mate Eriksen, saying: “As a player he is amazing. He has good technique, always has his eye in for the right weight for the through ball, so it's just really nice to play with him.
“He's a very good player and, as a person he's fun and he's a calm guy. He never does anything crazy, he's a proper person."
Everton centre-back Heitinga agreed that the Danes will be no pushovers and stressed that three points in the first match are vital for his side.
"I think that Denmark have grown since our match against them two years ago," he said. "They play better as a team now, so I think it will be a good opening match in our group.
“Everybody expects us to win the game. We want to win, because it is important to take a good first step in the right direction at the Euros, but I don't think Denmark will be as easy to beat as they were two years ago.”
|13/1||Netherlands are 13/1 to beat Denmark 3-0 with Paddy Power|
Heitinga went on to pick out Premier League opponent Nicklas Bendtner as Denmark’s biggest threat.
“I've played against Bendtner a few times this season, both in the league and the FA Cup,” the 28-year-old continued.
“He is a quality striker, big and strong, so you need to be sharp and awake. He is a player who likes to use his physical power, so you have to try and be one step ahead of him."
Saturday's match between Netherlands and Denmark kicks-off at 18:00 CET.