The Tottenham Hotspur midfielder scored either side of half time at Ceres Park - the latter a penalty following a handball from Ethan Ampadu - to make it nine goals in 12 international outings.
Denmark, who had to contend with the threat of player strikes heading into this evening's clash, join Wales on three points at the top of Group B4 following their first win in five matches.
With eight starters from their most recent competitive outing, a penalty-shootout defeat to Croatia in the last 16 of the World Cup, Denmark looked far stronger compared to the side that went down 3-0 to Slovakia in midweek.
Neither side could really make the most of their spells on the ball during the opening quarter of the contest, with Aaron Ramsey and Eriksen both wayward with their efforts from range.
Denmark had fired a blank in half of their last eight outings heading into this match, but they soon tightened their grip on proceedings in Aarhus.
Shortly after Thomas Delaney had volleyed agonisingly wide, Eriksen found his range at the second attempt by taking a touch to control the ball in the box and then directing it past Wayne Hennessey via the inside of the post.
Hennessey then had to be alert to keep out a Pione Sisto belter as Denmark closed in on a second, but it did not arrive before the interval.
Scoring goals tends to be a problem for the Danes, but they certainly know how to keep out the opposition - as five clean sheets in 10 home outings for Kasper Schmeichel testifies.
That record looked never looked like being broken as Wales failed to register a single attempt on target prior to Eriksen bagging his second of the evening.
A Viktor Fischer cross from the left hit the hand of Chelsea youngster Ampadu to gift the hosts a chance to double their tally from the spot, which Eriksen made the most of by sending Hennessey the wrong way.
Eriksen dragged a shot wide in search of his hat-trick and was later thwarted by Hennessey from further back, while Joe Allen ballooned one over the crossbar at the other end from a rare Wales opening.
Martin Braithwaite could have added to the scoring inside the final 10 minutes, trickling the ball past Hennessey's post, and only a big save from Hennessey denied Delaney from getting his name on the scoresheet.
Wales also had chances to pull one back, with Ramsey having a header kept out and Gareth Bale nearly picking out the top corner, but they could not prevent just a second defeat in seven away outings.
DENMARK (4-3-3): Schmeichel; Larsen, Kjaer, Jorgensen, Dalsgaard; Delaney, Schone, Eriksen; Sisto (Fischer 46'), Braithwaite, Poulsen (Cornelius 86')
WALES (4-2-3-1): Hennessey; Gunter, Chester, Mepham, Davies; Ampadu (Roberts 72'), Allen; Roberts (Brooks 60'), Ramsey, Lawrence (Woodburn 79'); Balebody check tags ::