The Liverpool striker headed home Adam Lallana's inviting cross eight minutes from time to ensure England secured victory in their final game before Roy Hodgson names his provisional 30-man squad for the FIFA World Cup in Brazil.
Defeat was harsh on Leicester City goalkeeper Schmeichel, who produced a string of outstanding saves to keep the hosts out until Sturridge, who has 18 Premier League goals to his name this season, popped up with the winner.
Losses against Chile and Germany had put Hodgson at risk of becoming the only England boss to lose three consecutive home internationals, but the home side were not to be denied.
Denmark had their chances, but were ultimately unable to stretch their unbeaten run to six matches.
Glen Johnson won his 50th cap and was one of five Liverpool players in the England starting line-up, with captain Steven Gerrard, Raheem Sterling, Sturridge and Jordan Henderson making up the Anfield quintet.
Denmark were without key midfielder Christian Eriksen for their first game since long-serving coach Morten Olsen signed a new two-year contract.
Jack Wilshere's involvement looked like it may only last 13 minutes after he went down following a challenge from Denmark captain Daniel Agger, but the Arsenal midfielder was able to continue.
Casper Sloth was shown a yellow card four minutes later after he upended Gerrard as the midfielder charged towards the penalty area and the resulting free-kick was fired over by Wayne Rooney.
The lively Sturridge produced some lovely trickery before firing the ball across the face of the goal 32 minutes in as England continued to ask questions of the Denmark defence.
The visitors almost caught them out six minutes later, though, when Jakob Poulsen raced into the area and beat Joe Hart but Gary Cahill was on hand to clear.
Sterling somehow failed to convert the marauding Ashley Cole's inviting cross from point-blank range and then Schmeichel produced an outstanding save with his feet to deny Sturridge as Denmark weathered the storm late in the first half.
Teenage left-back Luke Shaw made his England debut as a half-time substitute to replace Cole, while Olsen brought on Kasper Kusk and Jesper Juelsgard at the break with Emil Larsen and Lars Jacobsen making way.
Juelsgard wasted no time in getting into the thick of the action as he whipped in a dangerous cross but Cahill was alert to the danger.
Gerrard had a shot deflected narrowly wide after 59 minutes, but it was not quite happening for England.
And they were indebted to Hart when the keeper raced out to narrow the angle and thwart Morten Rasmussen just three minutes after the striker had come on.
Danny Welbeck then brought another fine reflex save out of Schmeichel, who got down well to keep out a right-footed strike that looked bound for the net and the keeper denied the same player with a fine stop shortly after.
But Sturridge had the last laugh as he nodded home Lallana's fine left-footed cross to end England's five-month wait for a goal.
