The Danes secured three valuable points with a 1-0 win over Peru in Saransk but were under pressure for much of the game.
Socceroos coach Bert van Marwijk isn't ruling out changes - including starting Tim Cahill - as Australia ready to face Denmark in Group C.
Australia was slow in its build up and its crosses were unable to penetrate the tall Danish rearguard, although the Socceroos did come more into the game after the half hour mark. "I will not sleep one second less".
Lasse Schone could replace William Kvist, who was stretchered off during Denmark's opener, though the midfielder remains hopeful of returning before the end of the group stages.
Denmark's Jonas Knudsen, who was on the bench against Peru, flew back home to see his newborn daughter immediately after Saturday's victory but returned to the squad on Tuesday.
The sublime finish was Eriksen's 13th goal in his last 15 appearances for Denmark and underlined the pivotal importance of the Tottenham Hotspur playmaker to the otherwise workmanlike Danes.
They should have doubled their advantage when Jorgensen flashed a header wide as Australia looked ragged at the back and toothless up front.
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But the Socceroos worked their way into the game, and were level before half-time thanks to Jedinak's coolly taken penalty.
Referee Antonio Mateu did not give the decision initially, but after consulting the VAR monitor, he awarded a spot-kick. But Jussuf Poulsen's handball after a video review set up Jedinak's opportunity in the 38th minute.
The Oceanic side kept creating half-chances as the half played out, and were awarded a penalty in the 36th minute via the VAR system, after Yussuf Poulsen was judged to have handled the ball in the box from a corner.
The Australian Dream is still alive as it continues to rain penalties in Russian Federation.
"But then you have other situations when they need to look at, but they are not doing that. It removes a bit of the charm from football".
The goal seemed to galvanise the belief among the Australian players, who started the second half well on top.
Australia began the second half in bright style but were nearly behind again after 51 minutes when neat build-up play resulted in a chance for Sisto, whose snap-shot went wide.