On only four previous occasions have the Danes made it to the World Cup, although they have at least qualified through the group stages in three of those tournaments.
Hopes will be high that they can once again grace the knockout stages this summer as they go into the tournament as the 12th-highest ranked team in the world.
Here, Sports Mole assesses Denmark's chances in Russia.
The draw has been relatively kind to Denmark, with second place behind favourites France seemingly up for grabs in Group C.
The Danes will hope to have qualification wrapped up before they take on Les Bleus in their final match of the group, although on the flip side negative results against Peru and Australia in their opening two games could leave them needing a result against the much-fancied French.
The winners of the group are also likely to avoid Lionel Messi's Argentina in the last 16 - should results go as expected - so Denmark may even have one eye on finishing top if they go into that final match in a strong position.
June 16: Peru vs. Denmark (5pm, Mordovia Arena, Saransk)
June 21: Denmark vs. Australia (1pm, Cosmos Arena, Samara)
June 26: Denmark vs. France (3pm, Luzhniki Stadium, Moscow)
HOW THEY QUALIFIED
Denmark's qualifying campaign got off to a shaky start as they only edged a 1-0 win over Armenia in their opening match before suffering back-to-back defeats at the hands of Poland and Montenegro.
However, that October 2016 home loss to Montenegro proved to be the last one of their campaign as they won five and drew two of their seven remaining group games - including an impressive 4-0 win over Poland.
Despite that improvement, Denmark could still only finish second behind Poland as they went into the playoffs, where they were drawn against the Republic of Ireland.
A goalless draw in Copenhagen appeared to have handed Ireland the slight advantage going into the second leg, but Christian Eriksen scored a hat-trick in Dublin as Denmark came from behind to run out 5-1 winners and book their place at the World Cup in style.
Denmark's results so far this calendar year have hinted that they may be a difficult team to break down in Russia, with Hareide's side yet to concede a goal in a FIFA-approved match since booking their place at the World Cup.
A 1-0 win over Panama in March was followed by a goalless draw with Chile, both of which are results that will give them confidence ahead of their opening World Cup game against Peru.
Another goalless draw against Sweden on June 2 may have begun to raise concerns about Denmark's goalscoring ability, but they were somewhat alleviated with a 2-0 win over Mexico in their most recent outing.
It is now 16 matches and 20 months since Denmark last conceded more than one goal in a game, so they will hope to grind out a few positive results in Russia.
Goalkeepers: Kasper Schmeichel (Leicester), Frederik Ronnow (Brondby), Jonas Lossl (Huddersfield).
Defenders: Simon Kjaer (Sevilla), Mathias Jorgensen (Huddersfield), Andreas Christensen (Chelsea), Henrik Dalsgaard (Brentford), Jannik Vestergaard (Borussia Monchengladbach), Jens Stryger Larsen (Udinese), Jonas Knudsen (Ipswich).
Midfielders: Christian Eriksen (Tottenham), Lasse Schone (Ajax), Michael Krohn-Dehli (Deportivo La Coruna), Thomas Delaney (Werder Bremen), William Kvist (FC Copenhagen), Lukas Lerager (Bordeaux).
Forwards: Andreas Cornelius (Atalanta), Kasper Dolberg (Ajax), Martin Braithwaite (Middlesbrough), Nicolai Jorgensen (Feyenoord), Pione Sisto (Celta Vigo), Viktor Fischer (FC Copenhagen), Yussuf Poulsen (RB Leipzig).
STAR PLAYER - Christian Eriksen
Eriksen's hat-trick away to Ireland in the playoff qualifier went a long way to showing just why he is so highly heralded, although those familiar with the Premier League needed no reminding of the Dane's superstar quality.
Not only can Eriksen cause real panic from set-piece deliveries, he has also added goals to his game at international level having netted 11 times on the Road to Russia.
Only Robert Lewandowski and Cristiano Ronaldo managed more goals than the Tottenham Hotspur ace in qualifying, while his 10 goals and 10 assists in the Premier League this term suggest that he will head into the tournament in the form of his life.
If proof were needed of just how blunt Denmark can be without their star performer, look no further than their goalless draw against Sweden in Eriksen's absence. With 11 goals in his last 14 outings, the 26-year-old may just become one of the stars of the tournament.
MANAGER - Age Hareide
Manchester City and Norwich City fans may remember the name of Age Hareide, who spent spells at both clubs during his playing days in the 1980s.
A 50-time Norway international, the former defender has spent the entirety of his managerial career in Scandinavia and took over from Denmark's longest-serving manager Morten Olsen following their failure to qualify for Euro 2016.
Hareide has prior experience of international management following a five-year spell in charge of Norway from 2003 to 2008, but Russia 2018 will be his first taste of a major international tournament.
The 64-year-old has enjoyed notable success at club level, though, lifting league titles in Sweden, Denmark and Norway.
WORLD CUP RECORD
Best finish: Quarter-finals (1998)
Russia 2018 will be Denmark's fifth appearance at a World Cup, and in all but one of their previous four tournaments they have managed to make it through the group stages.
France 1998 provided Denmark's best showing as they finished behind the hosts and eventual champions in the groups before thrashing Nigeria 4-1 in the last 16. Brazil awaited in the quarter-finals and, while Denmark took the lead and put up a valiant fight, goals from Bebeto and Rivaldo (2) sent Brazil through courtesy of a 3-2 win.
Denmark were also drawn alongside France in the group stages four years later and ended up topping the pile on that occasion before crashing out to England in last 16.
The Danes boasted a 100% record in the group stages on their first ever appearance at the World Cup in 1986 - including a 6-1 win over Uruguay and 2-1 triumph over West Germany - but once again they were well beaten in the first knockout round as Spain ran out 5-1 winners.
The only time Denmark have failed to make it out of the group stages was on their most recent World Cup showing in 2010, when they finished third behind Netherlands and Japan.
Overall, Denmark have played 16 World Cup matches, winning eight of those with two draws and six defeats while scoring 27 goals and conceding 24.
Denmark may be a difficult team to beat under Hareide, but the same can be said for the other teams in Group C too. Behind France it will be a three-way battle for qualification, and all three teams could realistically manage it, but we're expecting Denmark to prop up the rest when all is said and done.
VERDICT: Fourth in Group C