The Southampton captain replaced Jack Wilshere just before the hour mark in Wednesday's friendly at Wembley and was the architect for the only goal of the game from Daniel Sturridge eight minutes from time.
Kasper Schmeichel had produced a string of fine saves to deny the hosts, but England finally found a way past the Leicester City goalkeeper when Lallana's inviting cross from the left was headed home by Liverpool striker Sturridge.
It was the hosts' last game before coach Hodgson names his provisional 30-man squad for the FIFA World Cup and Lallana has surely enhanced his chances of boarding the plane to Brazil.
Hodgson was left to reflect on a tough test from the Danes but was particularly pleased with the impact made by Lallana.
He told ITV Sport: "It was a very organised Danish team and we had to work very hard. Kasper Schmeichel had an outstanding game in goal.
"From the 60th minute onwards we showed some really good play and Adam Lallana made a big difference."
Hodgson is to name a provisional 30-man squad for the World Cup on 13 May, with the next friendly coming against Peru on 30 May.
