The footage was published by Danish goalkeeper Kasper Schmeichel on his Instagram account.
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The Danish football team's training base during the World Cup is in Anapa, a city in southern Russia. On Sunday, the footballers were given a day off and decided to go to the beach, where they played football with local residents.
Denmark is second in its group with four points, two behind France. Denmark won 1-0 in their first World Cup Group C match with Peru. On Thursday, the Danish team drew 1-1 against Australia during their second game in Samara.
The 2018 FIFA World Cup kicked off on June 14 and will continue until July 15, with matches being played in 11 cities across Russia.