Gareth Southgate's side fell behind to a stunning Mikkel Damsgaard free-kick, but they turned it around to reach their first major final since the 1966 World Cup.
They come up against an Italy side in supreme form, with their penalties victory over Spain on Tuesday extending their staggering record to 33 games unbeaten.
The match will once again be played at Wembley Stadium in front of an expected 60,000 fans, which England fans will hope gives their team the advantage once more.
However, though beating the likes of Germany and a stubborn Denmark, this will be England's toughest test to date.Insurance Loans Mortgage Attorney Credit Lawyer
With the grand finale of the European Championships now just a few days away, Sportsmail takes you through everything you need to know.
England progressed to the Euro 2020 final with a hard-fought victory over Denmark
Harry Kane (centre) scored an extra-time winner to give England an historic 2-1 victory
Italy and England will conclude this summer's tournament in an epic final on Sunday, July 11.
The match will start at 8pm BST and will be played at London's Wembley Stadium, which will hold an expected 60,000 fans.
It marks an end to a stunning month-long tournament, which started in Rome and was played across 11 different cities to commemorate the 60th anniversary of the European Championships.How to watch the match
The final of the European Championships will be broadcast for free on both BBC and ITV, with coverage starting at 7pm on both channels.
UK viewers will be able to stream the match online for free via both BBC iPlayer and the ITV Hub.Insurance Loans Mortgage Attorney Credit Lawyer
Sportsmail will also be running a live blog, so you can keep up-to-date with us.How did Italy qualify for the final?
Italy comfortably topped Group A to qualify for the knockouts with three wins from three
Jorginho (centre) scored the winning penalty as Italy beat Spain to reach the Euro 2020 final
Italy were one of two teams, alongside England, who didn't concede a goal throughout the group stages, where they breezed to top spot in Group A.
It was Azzuri who got the tournament underway on June 11 in Rome, as they waltzed past a hapless Turkey in an impressive opening display.
Then came another routine 3-0 victory, this time against Switzerland. At the time, many noted Italy's impressive performance but were skeptical about the quality of their opponents. However, Switzerland qualified from the group and knocked pre-tournament favourites France out in the last-16, before losing in a penalty shootout to Spain in the quarter-finals.
Italy took on Austria for a place in the quarter-finals, where they needed extra-time after drawing 0-0 in the initial 90 minutes.
Goals from Federico Chiesa - who has had a fine tournament - and Matteo Pessina gave the Italian an unassailable 2-0 lead, before Austria pulled back what proved to be a consolation goal with six minutes to play.
Then came Italy's toughest test to date, and they passed the challenge with flying colours in beating Belgium 2-1, conceding only due to a controversial penalty awarded on the stroke of half-time.
Italy were once again taken to extra-time in the semi-finals, which eventually went to penalties after Alvaro Morata cancelled out Chiesa's opener.
There, Jorginho slotted in the winning spot-kick after Morata missed his effort, as Mancini's side booked a final date at Wembley.