The host nation, who have never won the Olympic title, came into the competition as favourites but were heavily criticized after 0-0 draws against South Africa and Iraq.
However, the win over Denmark, which sealed top spot in Group A and a quarter-final against Colombia in Sao Paulo on Saturday, could be a fresh start, said striker Gabriel Jesus.
"I'd be lying if I didn't say it wasn't a relief," he added, after grabbing Brazil's second goal. "I was under pressure, not just because I hadn't scored but because the team hadn't scored. But we played well and we got all three points.
"Today we had more spirit and we made it easy in the end. We managed to score goals, which was something that we hadn't done before.
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"We managed to find each other and I think teamwork is where we excel. We deserve to be congratulated for the way we played.
"As from tomorrow we start thinking about the quarter-final."
Coach Rogerio Micale opted for all-out attack against the Danes and his strategy paid off.
Brazil took the lead after 26 minutes when Douglas Santos crossed low from the left and Gabriel Barbosa poked the ball home from close in.
Gabriel Jesus doubled their lead 14 minutes later when he arrived at the back post to slam home a cross from the right.
Luan made it three in 50 minutes when he capped a nice move by side-footing home another low cross and Barbosa justified his nickname "Gabigol" when he fired home a loose ball after 80 minutes.
While the win was a welcome one, there was still much work to be done, said Renato Augusto, one of the senior players in the squad.
"We haven't won anything," he added. "It's another psychological point passed. We work bit by bit and we'll get there."
(Editing by Peter Rutherford)
