The Dutch face Group B leaders Germany next on Wednesday and while their opponents have three points in the bag after a 1-0 win over Portugal, the Netherlands are already in 'must win' mode.
Bert van Marwijk's team produced 28 attempts on goal but only eight were on target and midfielder Wesley Sneijder knows that ratio will have to improve against the Germans or risk an early exit.
"It's painful. The only positive thing we can take out of this match is that we played really well at times and created lots of chances. We'll also create chances against Germany - that's our strength - but they have to be converted or it's over for us," he said.
Sneijder's smart movement and incisive passing were on show against the workmanlike Danes but striker Robin Van Persie and winger Arjen Robben wasted a series of good openings.
"Dominating the match isn't enough. Look what's happened - we left empty-handed. We missed that last bit of sharpness," said Sneijder.
"If you truly dominate a match, you don't let your opponent get into it and you put your chances away.
"We started well, in the opening 20 minutes we should have scored a couple and then everything would have been fine. We could maybe even have then racked up more. But instead the first goal fell at the other end, and we spent the rest of the game trying to repair the damage," he added.
Van Marwijk opted to leave Schalke 04 forward Huntelaar, the continent's top scorer in qualifying with 12 goals in eight games, on the bench until 19 minutes from the end but he will surely consider starting the prolific striker on Wednesday.
The Dutch really should not have problems in front of goal given the pedigree of their two main strikers - Van Persie, after all, was top scorer in England's Premier League last year while Huntelaar achieved the same in Germany's Bundesliga.
The pairing is by no means incompatible, even within the Dutch system which utilizes just one out-and-out striker with three players attacking from wider and deeper positions.
When they played together in qualifying Van Persie moved out to a wider role, cutting in from the flank, leaving Huntelaar to sniff out goals.
If Van Marwijk chooses that option then Ibrahim Affelay, who did not impress against the Danes, would be the most obvious choice to stand down.
It would be a logical move to make given the sudden urgency of a win against the Germans.
"We have to win twice now to progress - we have to, that's a clear mission," said midfielder Rafael van der Vaart.
"We really have to go for it now. If we had won then we knew a draw against Germany would mean we were already doing well, but now we just have to win twice."
