The Arsenal defender warned his team-mates that a place in the quarter-finals is far from secure despite a pivotal victory over Oranje to maintain their 100% record
Joachim Low's side have won both of their opening two Group B matches so far, recording narrow victories over Portugal and Netherlands.
However, they still require a point from their final match against Morten Olsen's men, and the 27-year-old Mertesacker warned that the job is not yet done to qualify for the knockout phase.
"This [Netherlands] was a great win for us, because it was the second step," he said on Arsenal's official website. "This was the next step, but not the final one to go through the group stage.
"Therefore we'll do our best against Denmark. The group is very close and every team can go through - nothing's happened for us yet, and we'll have to give everything in our third match."
Reflecting on the clash with Bert van Marwijk's men, Mertesacker admitted that Germany were not at their best for the first 20 minutes, but felt that they grew into the game.
"We tried to play at our level after a great first win against Portugal and I think that, apart from the first 20 minutes, we played a great game.
"It was difficult early on, because Netherlands pressed high up - Robin [van Persie] had the first opportunity with his left foot and it was very close."
Mertesacker is yet to feature at the European Championship, having fallen behind Mats Hummels and Holger Badstuber in the pecking order, but he still feels his experience is an asset to the younger members of the squad.
"We are a very young side," he continued. "I think the youngest in the tournament, and therefore we need some experienced players. So I try to do my best - if not on the pitch, then off it."
Finally Mertesacker, who missed the final three months of the domestic season with an ankle injury, revealed that his condition is improving having returned to action in the pre-tournament friendly against Switzerland.
"I'm getting better and better. Obviously I was out for three months, and the rehab was very hard. I didn't play during that time, so the coach [Joachim Low] chose other players and I have to accept it.
"We have a great team, so every position has more than one good player."
Germany's final group game against Denmark kicks off at 20:45CET on Sunday.