Bendtner twisted his left ankle early in the session while Kjaer suffered a similar injury in a tackle with Thomas Enevoldsen and had to be helped from the training pitch in Helsingor, about 45km north of Copenhagen.
Kjaer seemed to have a more serious problem than Bendtner but it was too early to say whether they would be fit to face Norway at the Ullevaal Stadium, team doctor Soren Kaalund was reported as saying on the Danish FA website.
Norway striker John Carew, still suffering with a persistent lower back problem, was ruled out of the game on Tuesday.
Norway top the standings with nine points from three matches ahead of Portugal on seven from four games and Denmark who are third with six points from their three qualifiers.
Get the best features, fun and footballing frolics straight to your inbox every week.
Thank you for signing up to Four Four Two. You will receive a verification email shortly.
There was a problem. Please refresh the page and try again.