The Danes, who beat the Republic of Ireland in a playoff to qualify for the World Cup, had a second half penalty claim turned down when playmaker Christian Eriksen appeared to be dragged down. Referee John Beaton waved away the appeals.
Striker Andreas Cornelius also had several good efforts for Denmark. But the best chance for the home side fell to Lasse Schone, who thumped a free kick off Johnny Herrera's right-hand post 15 minutes from time.
Tough and skilful on the ball, the visitors constantly harried the Danes in the midfield and created some good chances of their own. However, neither side could break the deadlock.
Denmark take on Sweden away and Mexico at home in the their final two friendlies in June before travelling to Russia, where they will face Peru, Australia and France in Group C.
(Reporting by Philip O'Connor; Editing by Christian Radnedge)
