Lampard was named captain for the first time in his international career as he won his 84th cap but it was relative new boys Ashley Young, Darren Bent, Jack Wilshere and Scott Parker who made a real impact in Copenhagen and gave Capello encouragement that his team is finally getting over their FIFA World Cup™ hangover.
Bent scored only his second goal for England in his eighth appearance as he equalised Daniel Agger's early opener and then Young, only recently converted from winger to striker by Aston Villa, hit the winner at the Parken Stadium - his first ever for England.
Arsenal teenager Wilshere made his full debut and showed real promise while Parker also made an international return as a second-half substitute and now becomes a trivia question king after winning his fourth cap, each one while he was playing for a different club; Charlton Athletic, Chelsea, Newcastle United and West Ham United.
England now go to Cardiff for a UEFA EURO 2012 qualifier against Wales next month and Lampard believes spirits should be high. Lampard said: "I was very proud to lead the team out - it was very nice for me personally. I have had a lot of caps to get to captain the team for the first team but I am very proud and pleased it ended in a win.
"It was an important win too - with this game you will always have the qualifier in mind next month. We are happy to get the winning habit - it's been a long time that we have been apart and with a slightly different team I think we have got a good momentum now. After going 1-0 down, we showed good character, passed the ball about and won the game.
"We have learned a lot from it. We have learned that Wilshere can come in and continue showing the composure he plays with for Arsenal; credit to him on his full debut because it isn't easy but he is only going to get better and better now. On top of that Darren Bent comes in and scores early on, Ashley Young comes on and scores so I think it's been good."
Manchester United striker Wayne Rooney who, like Lampard and Wilshere, was taken off at half-time, also praised the players who guided England to victory after Denmark, with Ajax midfielder Christian Eriksen outstanding, had made a hugely encouraging start. "We deserved the win so we're delighted," he said. "We weren't happy conceding the goal in the way we did but thankfully we came back.
"Benty did what he does - score goals - and Ashley Young scored so we're pleased. We played better as the game went on. I thought Jack Wilshere did really well - he is really composed on the ball and really good to play with so I thought he did really well. The manager is trying to give players a chance and they are starting to take those chances.
"With Ash, he has been playing behind the forward for Villa and you could see he did that tonight and got his goal so he's always a threat in there. It was valuable experience especially for those lads who haven't got that many games under their belts. This'll be a good experience for them. We are looking to the Wales game now and hopefully we can get the three points there."