Striker Katlego Mphela grabbed a fifth goal in as many games at the end of an intricate 76th minute passing move that encapsulated the philosophy the side have absorbed from coach Carlos Alberto Parreira.
Written off last year as they tumbled down the world rankings, South Africa have now gone 12 games without defeat since the World Cup-winning Brazilian coach returned to the helm of the team in November.
Parreira played his likely first choice line-up at Atteridgeville's Super Stadium, in a final run-out before meeting Mexico in the World Cup opener on June 11.
The game was played at a steady pace but had few clear cut chances, the first coming just before the half hour mark when Teko Modise's header missed the target.
Denmark's Daniel Agger headed the ball against the South African woodwork in the 31st minute at the end of a Jesper Gronkjaer free-kick and a shot from Jesper Christiansen had the sting taken out of it by a deflection as the Danes had looked poised to open the scoring in the 65th minute.
