A sign was placed on The Little Mermaid statue to show support for the World Cup after the Danes qualified.
There are concerns about human rights in the build-up to the World Cup.
The sponsors of the training kit will no longer have their logos on it.
Commercial partners will not travel to the country.
The more people who want to see change join a coalition, the more likely it will be.
A report by the human rights organization, called "Exploitation of Migrant Workers in Construction of the World Cup", was released earlier this month and claims that migrant workers are being exploited as they help to build stadiums and infrastructure for the tournament.
The players wore shirts with "football supports change" on them.
Jensen said that the country felt an obligation to put pressure on the governing body of football.
He will speak to migrant workers and the authorities of the country.
Jensen said that they had written to the authorities of the country to explain the difference between the facts they presented and the ones that the group presented.
Commercial partners have decided not to have their commercial on our training jerseys during the World Cup.
We will also consult with the organization on that.
The players, staff and fans have been urged to highlight human rights concerns during the tournament.
Jensen said it was up to each country to decide if they should protest.
Jensen said that they have a strong cooperation with all Nordic countries.
I have had good dialogue with colleagues from other countries, for instance the English FA, the Netherlands and Belgium.
The FA told the BBC that it was in regular dialogue with other associations.
There is evidence of progress being made in relation to workers' rights by the people in charge of it. We know there is more to be done.
"Our view is that change is best achieved by working with others, while always being aware of our own challenges in this country."