Bent scored England's equaliser - to cancel out Daniel Agger's opener for Switzerland - before Aston Villa team-mate Ashley Young grabbed the winner after coming on as a second-half substitute for Wayne Rooney.
Wilshere was also substituted at half-time, but Capello said he was impressed with what he saw of the Arsenal starlet on his first England start.
"I am happy with the result and the performance of some players. Wilshere in the first half played with confidence and it was an interesting debut,'' Capello said.
Despite expressing his satisfaction with Wilshere's full debut, the Italian would not be drawn on whether the 19-year-old would be handed another start in next month's clash with Wales.
"It is too early to decide about Wales now. He played well. It was not easy in the first half because Denmark pressed and ran a lot, but Jack played with a lot of confidence.
"I am happy with that performance. But now have to wait for a month because all the players have some really important games, not only in the Premier League but in the Champions League too."
Capello also praised the impact of second-half substitute Ashley Young, who replaced Wayne Rooney and scored the game's winning goal.
"In this position Young is really good because he is free. He can run where he wants. He has to defend as well but he is really fast, technically good, and dangerous for the opponents.
"In the future I have players, like Rooney, like Bent, like Carroll, like Defoe, like Crouch. I have to decide which one plays depending on what form they are in."
Wilshere played in a defensive midfield role before being withdrawn at the break, and the teenager was delighted to have been given the chance.
"It's great to play for your country and I am delighted with my first start and I'm glad it was a win,'' he said. "It was a difficult game but we kept the ball well and it's great to play with players like that, they make it easy.
"Not going forward was tough but it's quite similar to the role I play at Arsenal and I will play anywhere for my country.''
Bent's goal was his second in two games for England and having been missing for the Three Lions' past two games - a poor home draw with Montenegro and friendly defeat to France - he put in a solid shift up front according to Capello.
"Bent played well and worked hard to help the team," Capello said. "It's a different position to where he plays for Aston Villa and he scored a goal and had chances for a second.''
Bent's club team-mate Young also produced an accomplished display, capped off with a first international goal, and after the game the Villa winger praised England's "strength of character'' for coming from behind to win.
"I am delighted to have got the winner, with it being my first goal it's even more special," He told ITV1. "Fingers crossed as long as I can keep getting in the squad and getting chances I can establish myself in the team.
"We all really want to wear the shirt and give our all and we showed the strength of character we have to get back in the game.''
Denmark coach Morten Olsen hailed the impact of young playmaker Christian Eriksen, after he saw the Ajax player put in an impressive performance.
"Eriksen showed today that he has the level he played against for Ajax Juventus and AC Milan," Olsen said. "It was important he showed that against good players like those in the England team.
"Maybe the English players didn't know about him before, but now they do."