Wales boss Craig Bellamy said he was "really hurting" after his side suffered a second successive Nations League defeat, losing 2-0 to Denmark on Sunday.
Gustav Isaksen added to a Ben Davies own goal as Wales slumped to the bottom of Group A4.
After losing 1-0 to Portugal on Thursday, it means Wales are still without a point and a goal in the competition -- and are yet to win in 2026.
Bellamy said: "I'm really hurting. When you see an athletic team run over you a little bit... but then, will we improve? I think we will.
"This team will get better, these players will keep improving. There are young ones coming in well after I'm gone.
"For me now it's just focus, two more games to go. How can I help you improve for the next two games, but also how can I improve?
"I'm probably more loving when I'm losing, I'm probably more of a pain in the backside when I'm winning."
Bellamy made six changes to the side which had produced a positive performance in Lisbon given the short turnaround between fixtures.
Reading midfielder Charlie Savage -- the son of former Wales international Robbie -- started, despite not even being named in the initial 28-strong squad.
Bellamy also changed his entire frontline and dropped Brennan Johnson into the No. 10 role, but Wales were outplayed in midfield and fortunate to reach the break level.
Denmark deservedly took the lead when Davies appeared to get the final touch on Mikkel Damsgaard's free-kick after 53 minutes.
Isaksen scored a deflected midway through the second half and, despite Neco Williams seeing his late header ruled out, Wales were lucky not to concede four or five.
Bellamy said: "I said to the players before the game, 'this is going to be tougher than Portugal'.
"It was a different challenge, but a very difficult one. The best team won overall.
"As disappointed as I am with that, the result I probably think was fair. We move on. It will be a tough watch back.
"How the players put their bodies on the line was brilliant. They are really special for that. I really admire that, but I want more."
Wales welcome Erling Haaland's Norway to Cardiff on Thursday and finish off this international window with the return fixture against Denmark three days later.
Captain Ben Davies told BBC Wales: "It was a tough game. They are a good team and made it a hard game for us.
"It was really frustrating to concede from two set-pieces. The Nations League games are against the best teams in Europe, it was always going to be tough.
- Wales bottom of Nations League group after loss in Denmark
- Spain win over 'superpower' England puts unbeaten run at 39
"If you're not at 100% then you are going to get punished at this level. We have to regroup and go again on Thursday."
Denmark's victory was marred by a first-half injury to Manchester United's Patrick Dorgu.
The winger headed straight down the tunnel after picking up a suspected hamstring injury.
Head coach Brian Riemer later confirmed that Dorgu will return to Manchester for treatment and not feature in Denmark's two matches against Portugal and Wales.