Wales suffered further frustration in the Nations League after Denmark secured a 1–0 victory in Cardiff.
The decisive moment came in the 75th minute when Denmark were awarded a penalty, with Rasmus Højlund converting from the spot to give the visitors all three points.
The defeat came just three days after Wales had beaten Norway, leaving Craig Bellamy concerned about the physical demands placed on his players during the extended international window.
This September-October window requires teams to play four international matches in a short period, rather than the traditional two-match windows.
Bellamy said the schedule could put smaller nations at a disadvantage, particularly when injuries reduce the depth of their squads. He argued that larger footballing nations are better equipped to rotate players while maintaining their level.
Wales have also been dealing with several injuries during the international break, adding to the pressure on Bellamy's squad.
Despite the disappointment, Bellamy remains focused on developing the team through regular matches against top-level opposition. Wales' next Nations League fixtures will come in November, when they travel to Norway before hosting Portugal.
The result leaves Wales with work to do in Nations League Group A4 as they continue their campaign against some of Europe's strongest international sides.