The Three Lions will play a friendly against an unnamed team on March 27 before taking on the Danes, who qualified for the championships on Monday following their 1-1 draw with Republic of Ireland, on March 31 at the national stadium.
Gareth Southgate’s men will then play a further two pre-tournament friendlies in June. One will be outside London and the other in Europe.
The groups stage draw for Euro 2020 will take place on Saturday, November. All three of England's group matches will be played at Wembley.