The Danes visit Santiago Bernabeu for the clash against the nine-time European Champions, and although few are predicting that they will emerge with a positive result, the former Wolverhampton Wanderers manager is optimistic.
"Obviously we need points away from home, and it is just possible that we could give Madrid a fright," he told reporters ahead of the game.
"It will be difficult to keep up with the speed and momentum of the game - we saw that against Juventus after 45 minutes.
"It will be tough against all of the big teams, trying to get used to playing at that European rhythm and speed. We will have to adapt to Madrid's speed, that's important."
Elsewhere in the group, Juventus take on Galatasaray.