The win came in controversial circumstances after Dutch referee Makkelie awarded England an extra-time penalty.
The spot kick was given in the 104th minute after Raheem Sterling appeared to be fouled in the area. Replays showed minimal contact but VAR did not overturn the decision.
The penalty decision was welcomed by England fans but that wasn't exactly the case for the rest of the continent.
Here, we take a look at some of the reaction from across the channel.
Danish legends react
Speaking on beIN Sports, former Danish goalkeeper Peter Schmeichel said: "This will be debated for a long long time. In a way, it's a hard one to take because it's not a penalty.
"I would have been much more relaxed and acceptable if they scored in one of the many chances they created. Unfortunately, the referee in this incident made a big mistake in my opinion."
Another Denmark legend, Brian Laudrup, worked as a pundit for Danish broadcaster DR. Speaking after the game he said: "It is quite clear to me that there is no touch, so I think there is a huge mistake.
"But having said that, it is still from one of England's absolute best players [Sterling]. Together with Kane, he was always a thorn in the side of the Danish defence and often got behind.
"He has such fast feet, and that's what might be cheating us - and even the VAR production - because I do not think there is a penalty here at all."
Former Denmark manager, Åge Hareide, also had his say on the incident. He told Danish tabloid BT : "No, it [penalty] was not there. I do not think Denmark would have been punished in a similar situation at Wembley. It is difficult to see if there is contact at all. Denmark would have not received it."
"In a moment like that it's important that the referee absolutely convinced that it was penalty. It was not clear enough to say yes, it is.
"At least he should have had a look at the screen. I don't know why the VAR didn't ask him to go."
"It's never a penalty. The best team won. England deserve to win. England was fantastic, but for me it's never a penalty.
"Denmark played the way I was expecting them to play on to their limits. England was really, really good and no doubt they deserved to win that match. But, for me, it's never a penalty. At this level, a semi-final of a Euro I don't understand really the referee's decision.
"I don't understand even less the fact that the VAR didn't bring the referee to the screen or overturn the decision. For me it's never a penalty.
"So as a football man I'm very happy England won - don't get me wrong - and I think they deserve to win - don't get me wrong. But as a football man, I am disappointed that penalty was given. I thought England would win it."
Former World Cup referee has his say
Jonas Eriksson has officiated in some of soccer's biggest events. The now retired referee spoke to Swedish broadcaster SVT and shared his thoughts on the penalty decision: "I think it is far too cheap in a European Championship semi-final.
"Before the final round, the referee said, 'We do not want any cheap penalties.' For me this was a soft penalty.
"I was most surprised and cursed that VAR did not say that to the referee. This here determines which team goes on, and then VAR has to go in and look at it."
No violation of the rules
One of Russia's top football managers, Leonid Slutsky, shared his opinion while working for broadcaster Channel One.
He said: "For me, a controversial point. We must look at Mehle's right leg. He put it down before Sterling had already fallen, and there was no touch.
"My opinion is that there was no violation of the rules. Sterling had already fallen before contact with Jensen. The only question is whether there was a touch of Mehle."
Poles fume as compatriot blamed for decision
One of the men working on VAR during the semi-final was Poland's Pawel Gil.
The 45-year-old faced a huge backlash from his own countrymen as Polish soccer fans blamed him for the decision.
However, former referee and former president of Poland's Football Association, Michal Listkiewicz, came to his defence while working for the country's public broadcaster, TVP Sport.
He said: "When it comes to that incident in extra-time, that was not a penalty. VAR protocols state that if there is contact, the main official decides. For his peace of mind, the referee should have gone to the monitor. That's another discussion regarding the VAR protocols. It needs improving.
"There were a few of these gents. Pawel Gil, who was one of them, couldn't do anything because it was the main VAR official who makes decisions.
"We're focusing on two of the most important moments but there were more mistakes. Makkelie didn't have the best of games. When he didn't need to book players, he did. Two or three obvious cards weren't given."
Italian soccer journalist, Tancredi Palmeri, summed up his view in three words…
Former Denmark international, Kenneth Perez, covered the game for Portuguese broadcaster NOS. He tweeted: "England go to the final - but shame on team Danny Makkelie #NoPenalty"
Former Manchester City goalkeeper - and current pundit over in Belgium - Geert de Vlieger, said: "'There is contact so...' but the regulations do not state that every contact is a violation and a penalty."