The teams have been familiar foes over recent months, meeting four times previously, with the Danes undefeated in those fixtures.
Despite this fact, the Sevilla centre-back is optimistic that his side can engineer a success on Friday.
“We know, that Ireland are not a walk in the park,” he told Goal.
“We know each other pretty well, so this week we have been working on some new methods to try and open up the Irish defence because they have caused us problems before and made it really difficult for us to score goals against them - with three of the four games ending 0-0.
“We have worked hard on some new ideas to break down their defence, and inside the team we have made some agreements with each other, that we must live up to during the game.
“Easy games do not exist anymore in top football. Yes, we beat Ireland 5-1 in Dublin to qualify for the World Cup, and we played an amazing game, but that was an extraordinary result, where everything went our way. There is no bad blood between us, but I could imagine that they would still want to get their revenge for that 5-1!
“Of course, our ambition is to win. In a qualifying group you almost have to win all your home games - and as a team, we always walk onto the pitch to win. We have this basic feeling, that we won’t lose the game. because we are used to not losing. That is such an important feeling in football.”
Denmark staged a remarkable comeback to draw 3-3 with Switzerland in their opening qualifying game, scoring three times late on to salvage a point from what appeared to be an impossible position.
It preserved an undefeated run of 26 games, with the Danes having faced both World Cup 2018 finalists during that time.
“We know the stats, we are proud of them, and we want to defend it and improve them,” he said.
“I must admit, that it’s an incredibly long time in football - more than 30 months and 26 games without losing. And it includes both a lot of qualifiers and the World Cup, when we only lost on penalties against Croatia - and also drew against France. As the captain of the team I am extremely proud of our group of players, of everybody around the team, and of Danish football in general.
“We definitely use it. It is a massive boost to the confidence of a team to feel, that we can’t lose. Obviously we know, that we can lose - it is football, but when you have had so many successful experiences together as a team, you actually get that feeling of being invincible.
“For sure it helped us in our last game, away against Switzerland. We did not play a very good game, and we were 3-0 down with a few minutes to go, but then we just had that mentality, that team spirit of ‘We won’t lose - we can’t lose.’
“Then we fought our way back into the game from being dead and buried - and suddenly we stood there after the game with a super important 3-3 result against a strong Switzerland team, ranked above us on the FIFA World Ranking.
“As a football team we are constantly developing, and we need to keep on raising the bar. We need to push to progress every time, we are together, because there is a lot of potential in this group of players, such a good mentality. We were unlucky to leave the World Cup against the finalists, because we felt, we still had a lot to give in that tournament.”
On a personal note, Kjaer thrives on leading his country.
“I enjoy being Denmark captain,” he said. “I enjoy the extra responsibility, and I feel that I grow both as a player and as a person. I am 30 now, with a lot of experience from the biggest leagues and from the national team - and physically I’m in great shape. I honestly feel that I have never been better than during the last 12 months, going back to the World Cup.”
Although Sevilla had an up-and-down campaign, there are still fond memories to look back upon.
“We had a bit of a turbulent season - like last year,” he said. “The club again changed coach and sporting director during the season.
“Maybe it was without the super highlights of my first season, when for example we were knocking out Manchester United in the Champions League, but we still finished with a decent season. We qualified for Europe, with individual matches like winning 3-0 against Real Madrid in the league and 2-0 against Barcelona in the Copa del Rey - and knocking out Lazio in the Europa League.”