Wales, semi-finalists at Euro 2016 and second-placed qualifiers from Group A having taken four points from three games with Switzerland, Turkey and Italy, started brightly but faded badly after the opener and had substitute Harry Wilson sent off for a wild challenge on Maehle in the final few minutes.
Theo Delaney and Pierre-Emile Hojbjerg began to control the midfield with help from Andreas Christensen, and the excellent Mikkel Damsgaard began to combine dangerously with Dolberg.
The striker takes a touch before firing low and hard into the bottom-right corner.
Kasper Dolberg fired the Danes ahead in the first half before notching a second following a mistake by Neco Williams after the restart.
Playing as equals, the latter was defeated 2-1 by Belgium.
Their inspired form continued on Saturday against a Wales team that reached the semifinals of Euro 2016.