Great Britain took a point at the World Championships in Latvia on Tuesday but could not convert it into two as Denmark snatched an overtime victory.
Ben O’Connor scored his 18th international goal and Mike Hammond was also on target, scoring late to take the game to the extra period.
Julian Jakobsen and Nicklas Jensen were on target in between those strikes, and the latter sealed the win with a fine slapshot 25 seconds from time.
GB co-coach, Corey Neilson, said: “It was another great performance, and it just shows how far we have come in recent years.
“Yes, we have come off the ice disappointed that we didn’t win, but we have so many reasons to be proud of that display.
“We ran a fantastic side very close, and our guys just threw their bodies on the line time and time again.
“The boys now need some rest ahead of Belarus, who will bring different challenges, but we are excited to compete against them.”
GB face Belarus at 6.15 pm (UK time) on Wednesday.
(Image permission: Dean Woolley)