England have shown they are capable of shouldering the rising expectations.
A Denmark side, powered by resilience and recovery, stand in the way of a first major final since the 1966 World Cup.
The Danes have reached the semi-finals on a wave of emotion, having seen midfield star Christian Eriksen collapse after suffering a cardiac arrest during their tournament opener against Finland in Copenhagen.
Prior to kick-off on Wednesday, there will be a moment to remember the tournament's most harrowing incident. The England squad has signed a No 10 jersey emblazoned with Eriksen's name that will be handed to Denmark captain Simon Kjaer by Harry Kane.
Perhaps what is most remarkable is that while Eriksen recovers, Denmark have managed to reach the last four for the first time since unexpectedly winning the European Championship in 1992.
Kasper Hjulmand's side came into Euro 2020 in outstanding form, losing only twice in 28 games, but they lost their first two games at the tournament - 1-0 to Finland in the game overshadowed by Eriksen's incident and 2-1 to Belgium despite an encouraging display.
Since then, Denmark have put four past Russia and Wales before a hard-fought 2-1 win over the Czech Republic in the quarter-final.
The foundation of England's progress at Euro 2020 has been in defence with no goals conceded in five games, only one of which has been played away from Wembley. Indeed, England have recorded seven consecutive clean sheets and have gone 662 minutes without conceding.
It is a group playing with smiles on their faces, as seen throughout the week at St George's Park through the images of team members frolicking on inflatable unicorns. Having reached the semi-finals at the 2018 World Cup and the inaugural Nations League a year later, there is a steely determination to go all the way this time around.
"We've knocked off so many hoodoos or perceived barriers already and I feel like this group of players will feel this is just the next challenge," Gareth Southgate said.
"I guess the interesting part for us is we won't feel totally satisfied if it's just a semi-final whereas maybe three years ago, although there was massive disappointment after the semi-final, there was a feeling we'd come a long way.
"Now we've replicated what we did there, but that won't be enough to fulfil the group. That's a positive sign.
"These young players, they're getting more experiences of England that are positive and enjoyable. They're feeling what it can be like to be in an England shirt and have fun and win matches and have a relationship with the fans that is positive. That's so important for a generation to come. We'll get more out of their talent if we can keep that relationship."
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Fit-again Saka could start for England after overcoming a knock while Southgate must decide on whether to stick with a back four or revert to a back three.
Jack Grealish and Phil Foden will both be fresh and pushing for a recall having not featured in the 4-0 win over Ukraine.
Don't expect too many surprises from Denmark, who began the tournament in a 4-3-3 shape but the loss of playmaker Eriksen prompted a rethink and a switch to a three-man central defence.
Skipper Kjaer will be flanked by Jannik Vestergaard and Andreas Christensen at the back, with central midfielders Thomas Delaney and Pierre-Emile Hojbjerg protecting the defence and starting attacks.
Left-wing back Joakim Maehle and the impressive Mikkel Damsgaard provide the creativity while Kasper Dolberg has scored three goals in two games since being handed the central striking role.
England 0 Denmark 1 - October 14, 2020
Harry Maguire may currently be the toast of the town but just a few months ago, he was in something of a tailspin as his arrest in Greece last summer was followed by a poor start to the season.
Events seemed to come to a head when he was given his marching orders in this tie for two bookable offences in a wretched 31 minutes.
The deciding moment of the game came moments later when Christian Eriksen celebrated his 100th cap by scoring a controversial penalty, awarded after Kyle Walker was harshly adjudged to have fouled Thomas Delaney in an attempt to clear the ball.
England's frustrations boiled over at the final whistle as full debutant Reece James saw red for dissent.
Denmark 0 England 3 - June 15, 2002
England dared to dream after three first-half goals saw them sweep into the World Cup quarter-finals in what was one of the finest performances of the so-called 'Golden Generation' under Sven-Goran Eriksson.
They were ahead as early as the fifth minute in Niigata, Japan, when a Rio Ferdinand header from a trademark pinpoint cross from David Beckham was fumbled into the net by Danish goalkeeper Thomas Sorensen.
Michael Owen turned and finished coolly from close range before Emile Heskey's first-time strike crept under Sorensen on the stroke of half-time. Hopes were high after a terrific result but England were knocked out by eventual champions Brazil in their next match.
Denmark 0 England 0 - June 11, 1992
Denmark were given a route into Euro 92 through the back door after Yugoslavia's disqualification because of the country's dissolution and subsequent warfare in the region.
Richard Moller Nielsen's side contained the likes of Peter Schmeichel and Brian Laudrup, and they went on to cause a major shockwave by winning the tournament after stunning favourites Germany in the final.
They started their campaign with a drab goalless draw against Graham Taylor's England, denied a late winner when John Jensen's strike hit a post at the Malmo Stadion in Sweden.
Christensen: We have plan for Kane
Andreas Christensen is confident Denmark will be able to find a way to subdue England captain Harry Kane when the teams go head-to-head on Wednesday with a place in the European Championship final at stake.
Kane has hit form in the knockout stages by following up his goal in the 2-0 win over Germany at Wembley by bagging a brace in the 4-0 thrashing of Ukraine in Rome, having been kept quiet in the group phase.
The Tottenham striker's prowess is obvious to Chelsea defender Christensen, who believes Denmark may have an ace up their sleeve ahead of their Wembley contest in the shape of Kane's Spurs team-mate Pierre-Emile Hojbjerg.
"We know his qualities, and everyone has an idea of what we can do to stop him," Christensen is quoted as saying at a news conference. "Pierre-Emile also knows him and it may be that he can share some things.
"All players have their habits and we must take advantage of them. He is good with his feet and he is one of the best finishers in football.
"I react a lot on instinct. He is very big, so it is hard to get into his body, but he also has great qualities with his feet, so you should not get too close either."
England have reached the semi-final stage without conceding a single goal in their five matches to date, winning four and drawing once, while Denmark have found their feet after losing their opening two group games.
While Southgate's side are favourites to progress to Sunday's final, Denmark claimed a 1-0 win over England at Wembley last October in the Nations League in a contest where Harry Maguire and Reece James were both sent off.
"We can use that meeting to make us believe that it is possible (to win)," Christensen added. "They have a lot of support but also a lot of pressure on them.
"I feel like we have the qualities to play against everyone. As a team, I would not say they are that much better."
England will be the biggest test yet but Denmark have little to fear given Gareth Southgate's side did not even score a goal against them in two Nations League meetings earlier this season. Hjulmand's side even won at Wembley in October.
The loss of Eriksen, scorer of the winning penalty that evening, clearly robs Hjulmand of his most talented player. But the coach deserves huge credit for handling the tactics as well as the emotions in switching formation mid-tournament and making it work.
Raheem Sterling has been England's standout player at Euro 2020, Harry Kane is back among the goals at the right time and has the Golden Boot in sight.
Two thirds of England's three-pronged attack that will be tasked with overcoming Denmark in the semi-finals at Euro 2020 at Wembley on Wednesday looked nailed on, but what about the third and final spot?
Mason Mount, Phil Foden, Marcus Rashford, Jack Grealish, Bukayo Saka and Jadon Sancho have all been deployed in attack so far this tournament but with Gareth Southgate notoriously keeping the nation guessing with his line-ups, don't put it past the England manager to spring another surprise.
Ahead of England's bid to reach a first major tournament final in 55 years, Sky Sports Football's team of writers examine the options at Southgate's disposal ahead of the showdown with Denmark…
Alan Smith has highlighted England's strength in depth as a potentially decisive factor against Denmark as the former England striker previews Wednesday's crunch Euro 2020 semi-final for Sky Sports.
He said: "I'm really not sure whether Southgate will make any changes or not. Germany's strength was quite obviously in their wing-backs as they showed against Portugal.
"And Denmark have shown some strength in that position too with Joakim Maehle, who has done ever so well since their switch to a back three. The cross he put in the other night against the Czech Republic was superb.
"Is it a game where Southgate does match up? Or does he just think we played ever so well against Ukraine and looked comfortable with a back four so stick with that? It's a tough one but also, playing with a back four allows you to play with a number 10 and I can't see him leaving Mason Mount out and I also don't think he would want to change his position.
"I see them sticking with a back four and sticking with a very similar team.
"However, as we've seen throughout this tournament, substitutions and strength off the bench have been just as important as the starting line-ups.
"It's a fantastic situation Southgate finds himself in with an abundance of attacking options. To have that quality sat behind him on Wednesday night is a huge bonus for him, especially if the game is tight and goes long.
"One player who could have a key role from the bench is Grealish. He showed against Germany he's ready. He doesn't sulk about not starting games and why should he? He's new to the international arena.
"But any team would definitely be wary of him if he comes off the bench with 20 minutes to go and some tiring legs.
"He's a nightmare to face in those circumstances because he just asks so many questions of a defence and forces defenders to commit. If needed, Southgate will certainly have no hesitations in using him."
- England have won just one of their last six competitive meetings with Denmark (D3 L2), with that victory coming in the 2002 World Cup (3-0).
- This will be the third meeting between England and Denmark in a major tournament. England won 3-0 in the second round of the 2002 World Cup, after a goalless draw in the group stages of EURO 1992 - a competition that Denmark went on to win.
- All seven meetings between England and Denmark at Wembley Stadium have finished 1-0, with England winning five to Denmark's two. Denmark have won their last two competitive games against England at the stadium (1983 and 2020), with no side ever winning three consecutive competitive games against the Three Lions at Wembley.
- England are playing in their third European Championship semi-final, losing to Yugoslavia in 1968 and going out on penalties to Germany in 1996. As it stands, England have played more games at the European Championship without ever reaching the final than any other nation (36).
- This is Denmark's fourth appearance in a European Championship semi-final (1964, 1984 and 1992), with the Danes going on to win the trophy following their last appearance in the final four of the competition.
- Denmark have scored 11 goals so far in EURO 2020 - only Spain (12) have scored more coming into the semi-final matches. It's the most goals Denmark have scored in a single edition of a major tournament (World Cup/EURO).
- England's 4-0 win over Ukraine in the quarter-final was their biggest ever European Championship win, and their biggest win in the knockout stages of any major tournament. Indeed, they netted as many goals against Ukraine as they had in their previous four EURO 2020 matches combined.
- Denmark have had seven different goalscorers so far at EURO 2020 - excluding own goals, only Germany in 2012 (8) have had more different players score in a single edition of the European Championship.
- England have kept a clean sheet in all five of their games at EURO 2020 so far - no team has ever kept six clean sheets in a single edition of the European Championship or World Cup before.
- Raheem Sterling has been involved in 22 goals in his last 21 appearances for England (15 goals, 7 assists) and leads the way for goal involvements for the Three Lions so far at EURO 2020 (3 goals, 1assist).
- Harry Kane has been involved in 27 goals in his last 26 games for England (18 goals, 9 assists). He has nine goals at major tournaments (6 World Cup, 3 EURO), with only Gary Lineker netting more such goals for England (10).
- Kasper Dolberg has three goals for Denmark in EURO 2020 - only two Danish players have scored more at a single edition of a major tournament before (World Cup/EURO), with Preben Elkjær Larsen (1986 World Cup) and Jon Dahl Tomasson (2002 World Cup) each scoring four.
Podcast: England in dreamland! Southgate's perfect night as Ukraine are humbled
It doesn't get much more comfortable than that. England's controlled and dominant 4-0 win over Ukraine means they will face Denmark in the Euro 2020 semi-final at Wembley on Wednesday. Are the stars aligning for Gareth Southgate's side? And how has he managed to rid England of the fear factor?
Alice Piper is joined by Rob Dorsett, Adam Bate and Gerard Brand to discuss the win in Rome, as Harry Kane returns to form, Luke Shaw shows up Jose Mourinho in his new manor and England keep another clean sheet. It's all looking rosy, right?