The Liverpool striker headed home Adam Lallana's inviting cross eight minutes from time to ensure England secured victory in their final game before Roy Hodgson names his provisional 30-man squad for the FIFA World Cup in Brazil.
Defeat was harsh on Leicester City goalkeeper Schmeichel, who produced a string of outstanding saves to keep the hosts out until Sturridge, who has 18 Premier League goals to his name this season, popped up with the winner.
Losses against Chile and Germany had put Hodgson at risk of becoming the only England boss to lose three consecutive home internationals, but the home side were not to be denied.
Denmark had their chances, but were ultimately unable to stretch their unbeaten run to six matches.
Neymar took centre stage as his hat-trick helped Brazil to a comfortable 5-0 friendly triumph over South Africa.
The Barcelona forward produced a wonderful individual performance at Soccer City in Johannesburg as Luiz Felipe Scolari's men continued preparations for the FIFA World Cup on home soil with a superb display of attacking football.
South Africa were looking to make a statement after a disappointing World Cup qualifying campaign, but Gordon Igesund's charges were unable to cope with Brazil's masterclass.
The visitors led 2-0 at the break, first Oscar clipping past Ronwen Williams from Hulk's superb pass before Neymar added a second with a driven effort on 40 minutes.
That advantage was extended to three almost immediately after the restart as Neymar expertly lofted over the goalkeeper.
Fernandinho added a fourth with 11 minutes remaining with an outstanding long-range strike.
Neymar then completed his first international treble since September 2012 when he scored a hat-trick against China as Brazil racked up their seventh straight victory.
France recorded their first win over the Netherlands since 1997 courtesy of goals from Karim Benzema and Blaise Matuidi on Wednesday.
After failing to convert earlier openings at the Stade de France, Benzema opened the scoring just after the half-hour mark with a clinical half-volley from 15 yards.
And Matuidi's first international goal made it 2-0 before the break, with the Paris Saint-Germain midfielder capping off a fine flowing move with a sumptuous finish.
Cristiano Ronaldo became Portugal's all-time leading goalscorer after netting twice in the 5-1 friendly win over Cameroon.
The Real Madrid star was making his 110th international appearance and broke the deadlock 21 minutes in with his 48th goal for his country, overtaking Pauleta as Portugal's most-prolific player almost 10 years after scoring his first against Greece in Euro 2004.
Cameroon were in no mood to let sentiment get in the way, however, and equalised two minutes before the break as Vincent Aboubakar hit an emphatic finish under the helpless Beto.
Portugal should have retaken the lead on multiple occasions leading up to the hour mark, but found half-time substitute Guy N'Dy Assembe in good form between the post.
N'Dy Assembe, though, was powerless to prevent Portugal running riot in the last 25 minutes. Raul Meireles capitalised on a glaring defensive error before Fabio Coentrao, Edinho and Ronaldo wrapped up an easy win against a side who will join Portugal at the FIFA World Cup later this year.
Mario Gotze grabbed the only goal as Germany stepped up their FIFA World Cup preparations by beating Chile 1-0.
In other notable results, Ukraine defeated United States 2-0, Australia and Uruguay drew 1-1, Serbie edged Republic of Ireland 2-1 and Scotland beat Poland 1-0.