Portugal lost 1-0 thanks to the matchwinning goal by Rasmus Hojlund 15 minutes from the end but it could have gone much worse had it not been for an excellent performance from goalkeeper Diogo Costa who saved a penalty from Christian Eriksen and had numerous other saves to give Martinez's side a chance of turning things around on Sunday in Lisbon.
"I think it's the worst game we've played in a very long time", said Martinez after the game.
"It was a fantastic backdrop in the Park. Denmark was just better than us in all areas. Denmark played as we expected because we allowed it."
"We lacked rhythm and were unable to control the ball. We have a lot to improve", says Roberto Martinez, who was very impressed by the home side.
"The Danish players were constantly above us. They were aggressive and didn't allow us anything. Physically, we couldn't keep up", acknowledged Roberto Martinez, who stated that a completely different attitude is needed in the return match.
"We must have rhythm and intensity on Sunday. Because what we delivered was not at all at the level I expect us to be able to perform at", said Roberto Martinez.
He didn't buy the premise that Portugal were very lucky to only lose 0-1, but admitted that without Diogo Costa things would have looked worse for Portugal.
"We have to play with a completely different intensity. And then we need to see more from our individualists on Sunday", said Martinez.
Portugal will face Denmark in Lisbon on Sunday in the return leg.