The two sides meet in Atteridgeville tomorrow in what will be the last chance for the coaches of both sides - Carlos Alberto Parreira and Morten Olsen - to experiment ahead of next week's kick-off.
Bafana Bafana open the tournament against Mexico on 11 June and will meet Uruguay and France in Group A, while the Danes are pooled in Group E alongside Holland, Cameroon and Japan.
"We are well aware that this is the last opportunity for us to win the hearts of all South Africans and we will go for the kill on Saturday," the Mamelodi Sundowns striker said.
"The team is gelling and the most important thing for us ahead of the World Cup is that we are able to keep possession and score. We expect a tough one against Denmark, who will also want to win to build more (momentum) in their camp."
Coach Parreira added: "It will be a tough match against Denmark, one of the toughest in our final preparations, just like the one against Columbia."
South Africa beat the South Americans 2-1 just over ten days ago before a 5-0 success against Guatemala on Monday.