City fell behind when, in the 17th minute, Henrik Asmussen scored for the Danes but Darren Huckerby levelled the scores in the 31st minute.
Huckerby then gave City a 2-1 lead in the 60th minute.
City's New Zealand striker Chris Killen made it 3-1 in the 70th minute and the game was all but over nine minutes later when second-half substitute Vicente Vuoso fired in from 12 yards.
Starting line-up: Schmeichel, Distin, Wiekens, Dunne, Jensen, Jihai Sun, Foe, Berkovic, Horlock, Anelka, Huckerby.