In Doetinchem, Sanne Troelsgaard spoiled Belgium's European championship debut as she headed home on just six minutes after Belgian keeper Justien Odeurs had tipped a free kick into the crossbar.
Denmark dominated the first half after the early goal and Nadia Nadim almost made it 2-0, but her two shots were blocked by the Belgian defence -- the second one with an arm but no penalty was awarded.
"We played a decent first half and we deserved to score," said Denmark coach Nils Nielsen.
"In the second half Belgium started causing us trouble and it was a bit tough but my players fought hard for the win and I am happy about that."
Belgium stepped up their pressure after halftime, but Janice Cayman flicked Maud Coutereels's header into Danish keeper Stina Petersen who also stopped a low shot from Tessa Wullaert, Belgium's offensive gem.
Belgium got the closest to scoring just before the end when Danish defender Simone Boye deflected Wullaert's free kick into the crossbar with a header.
"We started off with too much respect for Denmark and in awe of the finals but at half-time I told them not to show Denmark that much respect... it's a pity we didn't equalise," said Belgium coach Ives Serneels.
Denmark's next opponents are host country the Netherlands, who also kicked off their campaign Sunday with a 1-0 victory against Norway.
The results leave Denmark and the Netherlands joint top of Group A on three points each.
The two best teams from each of the tournament's four groups qualify for the quarter finals.