Bendtner strikes again in Denmark victory
Finland took the lead in the 18th minute when Kasper Hamalainen's effort was fumbled by goalkeeper Anders Lindegaard and Russian-born midfielder Alexei Eremenko knocked in the rebound.
Denmark, who also beat Sweden 2-0 in a friendly in Copenhagen on Friday, struggled throughout the first half at the Blue Water Arena.
However, the home team picked up their game in the second period and Liverpool defender Daniel Agger equalised in the 57th minute.
Sunderland striker Bendtner, who also scored in the victory over Sweden, broke free to grab the winner two minutes later.
Denmark finished top of their Euro 2012 qualifying group but Finland failed to get through.