They were behind after only 3 minutes after Agnete Nielsen scored at Solitude.
Karen Holmgaard doubled the lead on the hour mark, with Kamilla Karsen getting the third goal 4 minutes later.
Holmgaard then completed the scoring in the last minute.
Spain matched Denmark’s tally as they sent Ukraine to a 4-0 reverse at Seaview, the game settled with three goals in a 20-minute spell spanning the interval.
Lorena Navarro broke the deadlock after 32 minutes, with Paula Fernandez bagging a six-minute brace and substitute Laia Munoz rounding off the win.
The Irish next face the Spanish on Thursday at Solitude (4pm), with Denmark and Ukraine playing at Seaview (1pm).