Pearce’s youngsters rediscovered their ruthless streak ahead of this summer’s finals having failed to win – or score in – their previous three matches.
However, although they clinically took advantage of defensive mistakes made by the Danes, England produced a string of their own which went unpunished in Viborg, where they will return in June for their final Group B match against the Czech Republic.
Pearce said: “I was pleased with the result and the clean sheet, but I was disappointed with the first-half performance as we didn’t play particularly well and we were too open in midfield and allowed the opposition too many chances.
“In the second half, I thought we improved.
“In international football, to win a game is hard work, make no mistake. To win 4-0 away from home, I am very pleased with.
“For me, it’s a stepping stone towards the summer and hopefully one or two players showed me they’re improving and getting better.
“It’s me collating the squad basically.”
Pearce’s side face Iceland in Preston on Monday night in their penultimate friendly before they return to Denmark for June’s first finals match against Spain.
“I’ve only got two games left now before we step out against Spain,” Pearce added.
“We have to keep improving, we have to be full at it every game.
“I don’t think we were today, but it was good enough to win the game.”
England’s strikers looked particularly sharp, with Danny Welbeck, Scott Sinclair and Daniel Sturridge all finding the net before Jordan Henderson slotted in the visitors’ fourth goal.
Bolton’s on-loan Chelsea forward Sturridge stole the show, as Pearce acknowledged.
He said: “There was some decent performances in there, Danny Welbeck coming back from injury and Sturridge was outstanding, as was the goalkeeper (Alex McCarthy) in his first start.”
The major blow to England, and possibly Manchester City, was the loss of captain Micah Richards to a hamstring injury after less than three minutes.
“The only downside maybe was the fact we lost Micah early on in the game but, apart from that, a lot of players have done a lot of good for themselves in regard to the squad,” Pearce said.
“He’s got a hamstring problem and he’s diagnosed himself as being out for four weeks – that’s Dr Richards for you.
“That could be four days though, as that’s him diagnosing himself!
“Let’s hope for Manchester City’s sake and the preparation in the summer that it’s not too long.”
A four-week absence would rule Richards out of the FA Cup semi-final with rivals Manchester United.
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England Under-21 Manager Stuart Pearce Eyes More Improvement