Both sides had opportunities in an open first period, but Luka Modric's curling effort left Madrid with a one-goal lead at the interval.
It was 2-0 in the early stages of the half when Cristiano Ronaldo converted from close range, but the Portuguese passed up the chance to score from the penalty spot late on.
Read how it all unfolded in Sports Mole's minute-by-minute live commentary of the action below.
COPENHAGEN: Wiland; Bengtsson, Mellberg, Sigurdsson, Jacobsen; Claudemir, Delaney, Gislason, Jorgensen; Vetokele, Toutouh
REAL MADRID: Casillas; Arbeloa, Pepe, Nacho, Marcelo; Modric, Alonso; Bale, Isco, Ronaldo; Benzema