The Azzurri have already sealed a spot in next year's tournament in Brazil and are seven points clear of nearest rivals Bulgaria with two games remaining.
However, Prandelli has spoken of the need for the Italians to keep their focus and continue playing well.
"I'm only thinking about the three points on Friday," Prandelli said to www.figc.it.
"We have achieved something marvellous in recent years and we want to finish our qualifying campaign unbeaten.
"A win would also count in view of the FIFA rankings."
The four-time world champions are unbeaten in Group B and have won six of their eight qualifiers.
Juventus goalkeeper Gianluigi Buffon will become Italy's most capped player when he makes his 137th appearance against the Danes.
The Azzurri skipper will break the previous record he shared with former Juve and Italy defender Fabio Cannavaro when he leads the Italians on the pitch for their penultimate qualifier.
With AC Milan striker Mario Balotelli unlikely to recover from a muscular injury in time for Friday's game, Southampton striker Pablo Osvaldo is set to lead Italy's attack.
Opponents Denmark go into the contest on the back of wins against Malta and Armenia which have lifted them back into contention for a play-off spot.
They lie third in the pool, one point behind second-placed Bulgaria.
"What we've done is given ourselves a chance although that's all it is: a chance," Denmark coach Morten Olsen said to www.fifa.com.
"We are in a position we don't like because it's not only about what we do.
"We must win our games, that's for sure, but we also need to rely on other teams helping us by taking points against Bulgaria.
"I know it will be a great World Cup and we want desperately to be there."
Olsen expects no favours from Italy despite the Azzurri having already qualified.
"The one thing you know when you face a world-class team with world-class players is that they will show complete professionalism," he said.
"They will be going out to show why they have qualified. And whoever they pick in the team will be going out to show that they deserve to be selected for the World Cup."
Denmark end their qualifying campaign against Malta in Copenhagen on Tuesday, while Italy host Armenia in their final game.