Iceland and England also make up what is a very interesting group, and both Denmark and Belgium will be keen to get their tournaments off to a strong start this weekend.
Denmark won two and drew two of their four group matches against Wales and the Republic of Ireland in the 2018-19 UEFA Nations League to ensure that they would be promoted to League A.
The Red and Whites will face a much higher level of opposition this time around, and it remains to be seen how they perform in a group that also includes England and Iceland.
Kasper Hjulmand's side will be present at next summer's European Championships, having claimed second position in Group D behind Switzerland, remaining unbeaten in their eight matches.
Denmark are actually unbeaten in their last 15 matches in all competitions, meanwhile, but they have lost six of their previous 13 international encounters with Belgium.
Belgium were incredibly unfortunate to miss out on a spot in the semi-finals of the 2018-19 UEFA Nations League as they actually won three of their four group matches against Switzerland and Iceland.
A 5-2 loss to Switzerland in their final group game meant that they did not advance, though, and the European nation might feel that they have some unfinished business in this competition.
Roberto Martinez's side, who will take on Iceland in their next game on September 8, breezed through their Euro 2020 qualification group, winning all 10 matches to collect 30 points.
The Red Devils have actually won every match since losing to Switzerland back in November 2018, and there is no question that they are now one of the most talented international teams on the planet.
Denmark Nations League form: WDWD
Denmark form (all competitions): WDWWWD
Belgium Nations League form: WWWL
Belgium form (all competitions): WWWWWW
Brentford's Christian Norgaard could make his first appearance for the national side, although the 26-year-old is unlikely to start, with Yussuf Poulsen, Martin Braithwaite and Andreas Cornelius in line to feature in attack.
As for Belgium, Martinez has selected an incredibly strong squad for their next two matches, and it would not be a surprise to see a full-strength first XI for this contest.
Denmark possible starting lineup:
Schmeichel; Dalsgaard, Kjaer, Jorgensen, Larsen; Delaney, Hojbjerg; Poulsen, Eriksen, Braithwaite; Cornelius
Belgium possible starting lineup:
Courtois; Alderweireld, Vertonghen, Denayer; Meunier, Tielemans, Witsel, Carrasco; E Hazard, Lukaku, De Bruyne
We say: Denmark 1-3 Belgium
Denmark's long unbeaten run must be respected, but Belgium have won their last 10 matches in all competitions, and we are finding it difficult to back against the visitors on Saturday night. A win for Martinez's side in Copenhagen would lead them nicely into the Iceland game next week.