Harry Kane grabbed his fourth of the tournament when he was alert to tap in from close range having seen his penalty saved by Denmark keeper Kasper Schmeichel.
It proved to be the winner and sets up a final date with Italy who advanced to the final after a penalty shootout win over Spain 24 hours earlier.
When do England play next?
England have a date with Italy in the final of Euro 2020.
England vs Italy will be played on Sunday 11 July (8pm kick off) at Wembley Stadium, in London.
It will be the 28th meeting between the two nations in an official international football fixture – and the first time they’ve met since a 27 March 2018.
That friendly was also played at Wembley and saw a late Lorenzo Insigne penalty deny England victory on that day after Jamie Vardy had put the Three Lions ahead.
When was England's first game of Euro 2020?
England played their first game of Euro 2020 on Sunday 13 June.
The Three Lions beat 2018 World Cup semi-final opponents Croatia 1-0 in their first of three Group D matches as they look to advance to the knockout stages of the tournament.
England vs Croatia kicked off at 2pm (BST) and was played at London's Wembley Stadium.
A limited number of fans were allowed into the stadium in accordance with the government's roadmap out of lockdown brought on by the Covid pandemic.
The game was shown live on BBC and iPlayer.
Have England played Scotland at Euro 2020?
England and Scotland drew 0-0 at Euro 2020 in the first meeting between the two nations at a major men's football tournament since Euro '96.
It was a match which held the interest of both countries as international football's oldest rivalries and fixtures. They played on Friday 18 June at 8pm (BST) at Wembley.
The game was televised live on ITV.
Who did England play in their last group game at Euro 2020?
England beat Czech Republic 1-0 on Tuesday 22 June at 8pm (BST) in their last Group D fixture of the Euros.
Wembley was the setting for the final group stage match which saw England top the group ahead of the knockout stages of Euro 2020.
The game was shown live on ITV.
When did the Euro 2020 knockout rounds begin?
England advanced to the final of Euro 2020 with a nail-biting extra time win over Denmark in Wednesday night’s semi final.
It followed a 2-0 win over Germany in the last 16 and then a 4-0 win over Ukraine in the quarter final before beating the Danes at Wembley.
If they beat Italy in the final of Euro 2020, it will be the first time England have won the Euros and only the country second major football tournament trophy in their history.
The final of Euro 2020 will take place at Wembley.