Andreas Christensen brought Denmark back into the game, but Mbappe struck the final blow in the dying minutes to give France the win.
Kylian Mbappe skipped past three defenders before drilling in his 28th international goal in the 56th minute on Thursday. France defeated Austria 2-0.
AC Milan finished Serie A 2021-22 season with 86 points, two more than city rivals and defending champions Inter.
Olivier Giroud is now tied with Thierry Henry as France's top goalscorer with 51 goals.
France host Austria next Thursday and travel to face Denmark three days later. France are last in Group 1 with two points from four games.
Sandro Tonali scored in stoppage time as AC Milan came back from a goal down to win 2-1 against Lazio. AC Milan moved two points clear on top of Serie A table.
FIFA World Cup champions France came back from behind against Australia to win 4-1 and take all three points home.
Leaders AC Milan visit Torino on Sunday, shortly after 2nd-placed Napoli host Fiorentina. Third-placed Inter Milan play Hellas Verona on Saturday.
France are scheduled to play Ivory Coast in Marseille on March 25 and South Africa in Lille four days later as a part of their preparations for the 2022 FIFA...
A 1-0 win against Empoli sent AC Milan five points clear of defending Serie A champions Inter Milan in second place and six clear of third-place Napoli.
AC Milan took three points from the game against Napoli and regained the top spot in Serie A 2021-22 table with 60 points.
After scoring two late goals to help AC Milan beat Serie A leaders Inter Milan 2-1 on Saturday, Olivier Giroud struck twice against Lazio.