But they left Mayo after a sensational week of football overall. The Irish girls will have plenty to look forward to after winning their first two games comprehensively before coming within a whisker of victory in their final game.
Coming into the game, Ireland would have known that Denmark would be a stiffer test in comparison with their two previous opponents. This became immediately evident and the Danish visitors almost went a goal up after three minutes but Kristine Roland Lykke's shot was saved well by Rachael Kelly.
The Danish striker continued to be a threat up front and less than 20 minutes later, she found the back of the net after meeting a fine cross with her head.
Ireland fought back rigorously and deservedly levelled terms after half an hour of play when Emily Whelan rounded the keeper and slotted the ball home before almost blundering the opportunity.
The second half began quietly with both teams setting defensively very solid but lacking the spark required to pry open their opponents.
Sinead Donovan almost grabbed a vital goal for the hosts but her shot failed to get enough power behind it and rolled into the clutches of Laura Frederikke Nielsen.
Likewise, substitute Isibeal Atkinson had a glorious opportunity to score in the final minute but her shot was also saved.
Penalties had been looming for quite a while and despite getting off to a good start by scoring their first two, Denmark remained composed and return to Scandanavia with a clean sweep of wins from the week.
Republic of Ireland: Rachael Kelly, Nicole Smyth, Aoife Lynagh, Leah Brady, Kayla Brady, Lucia Lobato (Zara Foley 66), Sinead Donovan, Louise Masterson (Isibeal Atkinson 49), Mia Dodd (Jessica Ziu 49), Emily Whelan (Any Boyle Carr 65).
Denmark: Laura Frederikke Nielsen, Carmilla Hjortso (Olivia Bergmann 74), Ea Maiken Ramussen, Juliane Hojmose, Cecille Kristensen, Cecille Christensen, Olivia Moller Holt, Sarah Sundahl, Michelle Sandfeld (Nicoline Kiisholm Baeksted 60), Rebekka Frost Frederiksen, Kristine Roland Lykke (Cornelia Moltke 60).
Referee: Ann Sweeney.