The Islanders had already lost their opening fixture at the week-long tournament by six wickets to Oman.
Jersey beat the Danes by 23 runs in a warm-up match in Houston, Texas, last week but were unable to get the better of the same opponents in a rain-affected game on Sunday.
Anthony Kay top scored (35 runs) as the Reds were dismissed for a below-par 158 runs in a reduced 40-overs per side match.
Saif Ahmad scored an unbeaten 67 runs as Denmark chased the required total with 47 balls to spare and six wickets in hand.
Although not particularly economical, Ben Kynman took three wickets for Jersey.
The Islanders have a day off on Monday before they face Italy on Tuesday.
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