Here's the winner from former Manchester United striker Rasmus Hojlund, who punished Danny Ward's error by converting from the spot.

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Ethan Ampadu speaking on Match of the Day Wales:

"It didn't go our way. It's easy enough to say, but at half-time we were thinking that if we raised our levels, we could take all three points.

"We go into every game thinking that no matter how difficult the opposition is. So it's a disappointing result of course.

"With how we played at their place, we wanted to put that right and showed them the team we really are, and at times we did that.

"There's stuff to look at and improve on, and then in November we've got two more games, and we've got to give it everything to achieve what we want to achieve.

"Our aim is not to finish bottom; we've got six points to play for, and that's what we've got to aim for.

"We've had a taste of League A before, but we wanted to show that we deserved to be here. We worked hard to get here, and it was through our merit.

"We wanted to show that we belong here and that we belong here all the time."

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After picking up yellow cards this evening, defender Ben Cabango and winger Sorba Thomas are suspended for next month's Nations League game against Norway in Oslo.

Iwan Roberts
Former Wales striker on BBC Radio Cymru

I look at the players who came off the bench: Wes Burns plays in League One, Mark Harris plays in League One and Josh Sheehan has played for years in League One.

That is the problem: when the starting 11 is not working, Craig Bellamy looks over his shoulder, and it's not nice to say, but he's looking at League One players to try to make the difference.

Robert Earnshaw
Former Wales striker on Match of the day Wales

When you look at the group, I think three points is good.

But in terms of what we want to see from this team, we are a couple of yards off maybe getting six points, and that's the frustration.

It did look tired; you can see the difference in the quality.

Karl Darlow is missing. Harry Wilson is missing. Joe Rodon is missing; those guys add quality, and tonight you could see the tiredness.

Mark Poyser
BBC Radio Wales commentator at Cardiff City Stadium

Wales never came close to hitting the levels they reached on Thursday against Norway.

Rather than a coming-of-age moment under Craig Bellamy against Europe's best, it appears that it was just a flash of their capabilities.

Mads Hermansen in the Denmark goal was not forced into any meaningful action, much to the home fans' frustration.

Despite defeat though, Wales have climbed to third in the group with two games to play, which would give them at worst a relegation play-off.

The next match away to Norway in Oslo, who have replaced them at the bottom of the group, will surely decide their fate.

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Wales captain Ben Davies speaking to BBC Match of the Day Wales:

"I didn't feel like there was a whole lot in the game. It's a tough way to concede and a disappointing loss."

On having three points from four games...

"We'd have loved to have had more (points). Ultimately we're playing against strong opposition. It's the situation we're in.

"We're missing some key players. We gave it our all, and I'm very proud of the group."

On playing four games for Wales in the current international window?

"It's been good. It's good to get back out there playing."

Two games left, can Wales improve group position?

"100%. You can't fault the effort that's in this group. We're going to go into the next two games with nothing to lose."

Sam Vokes
Former Wales striker on BBC Match of the Day Wales

When you play at this level, in the Nations League A, you can't afford to make those mistakes, and up to that point, Danny Ward was probably our best player.

We didn't have enough at the other end; one shot on target in a game like this is not enough.

John Hartson
Former Wales striker on Match Of The Day Wales

It was a bit of desperation from Danny Ward to get there after his initial mistake; we were trying to play out from the back, which looks really good when it works.

Wales huffed and puffed in the second half, but they did not test their goalkeeper enough; you can have all the good play, but you've got to start having more impact on the opposition's goal.

Iwan Roberts
Former Wales striker on BBC Radio Cymru

Another substitute who hasn't seen any minutes this campaign is Cian Ashford.

We are looking for a goal, and he's had a great start for Cardiff in the 10.

He certainly has the pace to cause problems, but players who haven't played to the same standard as him are being brought on instead.

It's defeat for Wales and Craig Bellamy as Rasmus Hojlund's 75th minute penalty settles it.

A third defeat of the League A campaign for Wales.

Stay tuned for all of the reaction.

Neco Williams launches a free kick into the Denmark box from the halfway line.

Moore wins the flick on, but he's penalised for a foul.

That should be that.

The ball doesn't quite drop for Joel Colwill who looks to apply the pressure on the Danish backline.

A minute left for Wales to find an equaliser...

Nia Jones
Former Wales international on Match of the Day Wales

Wales haven't gotten anywhere near the level they showed against Norway.

We knew it would be difficult to back that up, it would have taken a lot out of them physically and mentally.

Denmark use all of their nous to run the clock down.

Huge cheers from the home crowd as the referee slips over. Small wins, eh?

Nathan Blake
Former Wales striker on BBC Radio Wales

Wales are crossing the ball from far too deep.

Thomas crosses from the left, but Hermansen leaps into the air to claim the ball.

Daramy duly attacks on the left as the fourth official signals four minutes of added time.