Young, only recently converted from winger to striker by Aston Villa, came off the bench to win the game at the Parken Stadium here on Wednesday with his first ever international goal.
Previously, his Villa team-mate Bent scored only his second goal for England to equalise Daniel Agger's early opener.
The encouraging result leaves England in improved shape ahead of a crucial Euro 2012 qualifier against Wales in Cardiff next month, having been frustrated following a defeat against France and a goalless draw with Montenegro in their previous two games.
Considering Young and Bent outshone first-choice striker Wayne Rooney in Copenhagen and Capello left Jermain Defoe on the bench, there are some big decisions for the Italian to make next month when he could also have Liverpool new signing Andy Carroll and Tottenham's Peter Crouch fit.
"It's good for me," said Capello. "I think, I hope, that the players for the next games will be in the same moment of form as they are now.
"There's big competition because all the players can play. It's not easy to choose for me because all the players who play here are in a good moment."
Capello was particularly pleased with Young who has played 11 times before for England, but always on the wing.
"I saw a lot of Aston Villa games and in this new position he's really good because he's free," Capello, who oversaw England's embarrassing second round exit at last year's World Cup in South Africa, said.
"He can run where he wants, he's really fast, technically good, and really dangerous for the opponents...He's good with his dribbling, his shooting and his passing. He's a good player.
"Also Darren Bent scored a goal, and had another two chances to score a second. The man in front of the goal is really important. He was in a good position to score every time."
When asked if he could consider dropping Rooney, however, Capello stopped short of suggesting the Manchester United man's place was under threat.
"No. I have to have in the future the same players that I know, like Rooney, like Bent, like Carroll, like Defoe, like Crouch," he reasoned
"I have to decide which one plays depending on what form they're in."
That Capello could reflect on an encouraging night was down to England's powers of recovery.
They went behind after only seven minutes when Agger headed home a cross from the excellent Christian Eriksen, whose skill lit up the first half.
But although Ajax star Eriksen, who is only 18, also hit the post and set up several excellent chances it was England's attacking players who showed more killer instinct.
Bent, inspired by a big-money transfer from Sunderland to Villa last month, tapped home at the far post after excellent work from Theo Walcott just two minutes after the Danes had gone ahead.
Then, as England took a grip of the second half, the visitors won the match as full-back Glen Johnson ran the length of the field to set up Young to slide home an excellent and clinical winner in the 69th minute.
"The goal is probably up there with the best in my career," said Young.
"I'm delighted to have got on the scoresheet. Hopefully, I have shown that I've come on and done well. I have to try to establish myself now. We showed strength and character as a team."
England were captained by Frank Lampard for the first time and played Arsenal's much-vaunted 19-year-old Jack Wilshere in a holding midfield role.
Although he substituted him at half-time, Capello said: "Wilshere played well. It was not easy to play the first half because they pressed and ran a lot, but he played with a lot of confidence."