Goals midway through either half in Copenhagen gave Morten Olsen's side a deserved victory in its final warm-up before the start of Euro 2012 in Poland and Ukraine
A penalty kick won and converted by skipper Daniel Agger gave the Danes the lead at the half-hour mark, and substitute Andreas Bjelland put the match beyond any doubt with his first international goal midway through the second half.
After their disappointing loss to Brazil last week, the win was a welcome one for Morten Olsen's men, who were untroubled for much of the game by an Aussie side happy to defend deep and play on the counter.
Denmark was on the front foot right from the off, monopolizing possession and keeping its opponents pinned back deep in their own half.
It took 16 minutes for them to register their first strike on goal, but Niki Zimling's long-range effort was straight at Mark Schwarzer.
While Olsen's side looked comfortable, it was frustrated by the dogged defending of the Australians, who crowded out the hosts whenever they ventured into the attacking third.
But the Danes' patience on the ball finally paid off as a breakthrough finally arrived on the half-hour mark, courtesy of a penalty won and converted by the unlikeliest of sources.
Some neat build-up play ended with Christian Eriksen playing a delightful backheel pass to captain Agger, who had charged into the Socceroos box before being felled by Matthew Spiranovic.
The Liverpool defender then picked himself up to calmly slot the resulting spot kick into the right-hand corner of the net, giving the home side a well deserved lead.
Harry Kewell dragged a shot wide a few minutes into the second half as the Aussies, who have won eight of their last 10 internationals, picked up the tempo.
Alex Broque then spurned a glorious chance to restore parity as Kewell's deft flick left him one-on-one with the goalkeeper, who managed to smother the striker's finish.
That miss was to prove costly as Denmark got its second 67 minutes into the game through substitute Bjelland, who pounced on a loose ball in the box from a Danish corner.
Nicklas Bendtner should have increased the lead even further but blasted his finish embarrassingly wide after evading the Aussie defense deep inside the area.
Denmark opens up its Euro 2012 campaign against the Netherlands next week in Kharkiv, while the Socceroos travel to Oman for a World Cup qualifier on Friday.