For supposed fringe players looking to prove a point, the Southampton duo looked experienced beyond their years and led the way for the Three Lions in the second half.
The fact that Lallana created the winning goal was nothing less than the 25-year-old deserved for a brilliant performance during the half an hour he spent on the pitch. And Lallana's Saints team-mate Shaw was equally impressive, making Ashley Cole look like the inexperienced rookie after replacing him at half-time.
Shaw may benefit from regular playing time at St. Mary's - unlike Cole at Chelsea - but, whichever way you look at it, the simple fact is that the 18-year-old was better than his rival at left-back on the night.
He was brave, he was fearless - and he was skilful. So too was Lallana. It was quite a display from both.
And it was a display which did neither man's chances of being on the plane to Brazil this summer any harm. If the Southampton duo can unlock a stubborn Denmark defence that their Premier League team-mates can't, surely Roy Hodgson cannot dare overlook them for the World Cup?
The key reason behind their superb performances, of course, stems from their effort levels. While Wayne Rooney and co. visibly hold themselves back during England friendlies - partly to avoid injury and partly because they simply don't seem to value them as much as games where points are at stake - the likes of Shaw and Lallana are desperate to prove their worth.
We all know how good Rooney et al are, so their places in England's World Cup squad are signed and sealed. But Saints skipper Lallana and his Southampton club-mate do not benefit from the same reputation and recognition.
Their answer is to try harder - and that's why they end up playing better than others for their country.
And, at the end of the day, if Shaw and Lallana do try harder and end up doing more - because they need to prove a point - the end result is still the same: even if they are less technically gifted are tactically adept, they outperform their England peers.
So it doesn't matter how good other candidates actually are if they don't produce it for the national side. Lallana and 18-year-old Shaw do, however, and their superb effort levels for Hodgson's side mean they must go to Brazil this summer.
Would you take the Southampton duo to the World Cup this summer?
image: © Jon Candy