Struggling Bendtner trains alone
However, he has no worries about his overall fitness ahead of the opening Group E game against Netherlands next Monday.
"I've been training hard with the physical trainer and I'm one of those with the best heart rate in the squad and the football side of things shouldn't be any problem," Danish national radio website quoted Bendtner as saying.
Defender Simon Kjaer, who injured his knee in a friendly with Senegal last month, had to sit out Monday's session.
He would prefer not to play with painkilling injections but said he will leave the final decision to the medical team.
"We're not there yet and I'd rather not but that's a decision I'll let the doctors take," he was quoted as saying by Danish newspaper Politiken on Monday.
Midfielder Martin Jorgensen believes Denmark's altitude training with the World Cup ball will give them an advantage over the Dutch when they start their campaign.
"Holland haven't played here yet, so they may get something of a culture shock -- unless of course they are so good technically that they don't need to hit a long ball," he told Danish radio.