The 29-year-old helped the west Londoners secure a 2-0 victory in their Group K tie at the Odense Stadion, which ended an eight-game winless run.
Andrew Johnson's brace handed Fulham victory and Etuhu believes the performance is a good platform to build on for QPR's visit to Craven Cottage this weekend.
"I thought we could have killed the game off a bit earlier," he said.
"We had a few chances and didn't take them.
"They were a difficult side and at times they gave us problems with crosses and stuff.
"But we were always comfortable and we had the better players. It is as simple as that.
"I've been injured for a while so it is nice to be back and get a game.
"Obviously before that I wasn't really involved but it was nice to get a game.
"The win was good for the team, good for everybody's confidence and really good ahead of the weekend."
Sunday's opponents QPR brought in a host of new players during the summer, with a late transfer splurge following Tony Fernandes' takeover.
Etuhu knows there is a feel-good factor at Fulham's west London neighbours but believes victory is within their grasp.
"Of course they are a good side, everybody can see that," he said.
"They've got that little buzz at the club with the new signings and the new chairman.
"But we're Fulham, we're playing at home and you'd like to think we will get a win.
"It won't be an easy game but we believe in ourselves. It'll be a hard afternoon."
Fulham travelled back to England immediately after last night's game as attention switches to QPR's impending visit.
Bobby Zamora and Mousa Dembele did not travel to Denmark but could return against the Hoops, although Etuhu thinks striker Johnson merits a starting role too.
"AJ is the only striker of his kind," he added.
"There are not many people around that go the other way and cause such problems with his pace and his fitness.
"He is always there, always sniffing for a goal.
"It is great to see him score again.
"He was unlucky not to get more games and hopefully that is something to show the manager he should use him a bit more."