Goals from Pepe and Helder Postiga had their team 2-0 ahead but Nicklas Bendtner pulled one back just before half-time and, after Cristiano Ronaldo had missed a couple of straightforward chances, the Arsenal striker scored a second.
Substitute Silvestre Varela snatched a winner three minutes from time and Bento felt that did justice to their performance.
"The team were focused throughout and showed real quality," said the Portuguese.
"We created chances, especially in the first half, and I think 2-0 would have been a just result at half-time.
"In the second period we didn't sit back on our lead, we looked for a third.
"The equaliser was unjust but we didn't bow our heads, we showed character and got the winner we deserved."
The win was vital in keeping alive their hopes of qualifying from Group B, having lost their opener against Germany, and Bento feels they are maintaining their progress.
"It was different to the Germany game - we scored - but beyond that we continued what we did against Germany," he added.
"Our organisation was good but we can still improve.
"We've had two good games now against two great opponents. We've had obstacles but we're continuing on our path - the right path.
"We suffered after the first game but these three points means it is now in our hands."
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Denmark coach Morten Olsen admitted conceding a late winner was devastating for morale but was not unhappy with the performance.
"It's a horrible feeling to concede so close to the end and end up losing the game," he said.
"We struggled to find our rhythm but we really improved in the second half and in the last 10 minutes we came into our own.
"I was proud of the way we played against the Netherlands (winning 1-0) but in a sense I'm prouder here of our second-half performance.
"We couldn't get our reward in the end but that is the rule of the game and everyone experiences it once in their careers - but hopefully not much more than that.
"We merited a point. I think with a bit of luck we could have got a draw."
Olsen suspects Niki Zimling, Dennis Rommedahl and Daniel Agger will all be injury doubts for Sunday's clash with Germany.
The absence of the latter would be a particular blow as the Liverpool centre-back has been impressive in the tournament.
"What Agger showed tonight [Wednesday] was a real captain's performance but I think it will be difficult for injured players to be back on Sunday but we'll see," he added.