The two sides will confront each other in a 2014 World Cup qualifier at San Siro in Milan.
"I'm sure I'll do a good job on Tuesday and will stop Mario pretty well," said Kjaer. "We have faced many great strikers and Balotelli will not do anything different from the others.
"We all know what Balotelli can do. You could say he was one of the main strikers for the Azzurri at the European Championship, but they have so many good players that it would be wrong to focus on just Mario."
Italy are currently at the top of Group B with seven points from three matches, while Denmark have picked up two points from as many games.