The Germans notched two straight victories over Portugal and Netherlands to lead the group with six points but they could still be eliminated if things do not go their way in Lviv on Sunday.
"The [2-1] victory over Netherlands felt like a qualification but we have come back down to reality," Bierhoff said on Saturday before the squad's departure for Ukraine.
"We are not through yet so we have to be extremely careful against Denmark," said the former Germany striker.
Denmark, who are also on three points, would qualify if they beat Germany, whatever the score, if it becomes a three-team head-to-head 'mini-league' with Portugal.
"I do not think about these records," said Bierhoff. "We also won all 10 of our qualifiers. But what is important is that we win our last group game and set up our last eight match here in Gdansk."
