A late Daniel Sturridge header saw the Three Lions triumph over a very organised Denmark side on Wednesday evening, with a number of England players struggling to break the visitors down.
The Wembley win marked Roy Hodgson's final friendly before he announces his provisional 30-man squad for the World Cup, and Olsen playfully downplayed his opposition's chances of success.
"I wish you good luck in the World Cup," he said, smiling to reporters. "You'll need it!"
Sturridge's goal prevented England going three games without a win since 2000, and three home outings since 1981, and Olsen admitted the game was not a pretty spectacle.
"It was not such a good football game, I have to be critical," he added.