They did not have it all their own way, however, and the lead was cut to one shot on the back nine as the United States and China both kept applying pressure, whilst France and Sweden made late surges.
But a run of five birdies in six holes from the tenth reasserted the Danes' dominance, and Kjeldsen and Olesen ultimately ran out comfortable victors after finishing on 20 under par courtesy of a closing round of 66.
"It's been an absolutely incredible week. I've enjoyed it so much. I've enjoyed the camaraderie with Thorbjorn. I've been so impressed by his game, his attitude, and I think we've had a great time and that reflects in the result," said Kjeldsen.
Olesen also enjoying the camaraderie generated by the team
format, "I had that feeling every time on the green when I got there, I really
wanted to hole the putt and I felt like I could hole the putt, and all of a
sudden on the back nine they just started rolling in. It was not just for me, it was for Søren and
me. That's very special when you hole a
putt and you can fist pump or something after it, it makes it a lot more fun.
The French pair of Victor Dubuisson and Romian Langasque shared second place alongside China – represented by Wu Ashun and Li Haotong – and the United States duo of Rickie Fowler and Jimmy Walker.
Wu and Li were disappointed they did not push the Danes till the finish line, missing birdie chances on 17 and 18. Still, it was China's best outing in the World Cup of Golf as Li and Wu improved on Chen Ching-Po and Lu Liang-Huan's third-place finish in 1966..
Wu said: "We almost got the trophy. We played very well this week, also today. Playing with my partner Li was very exciting. After four holes and making two birdies, I thought we had a chance to touch the trophy as we were only two behind. My partner is a great player. We'll keep in touch, keep practising hard and I know we can do better next time. Chinese players can win the tournament."
The slender Li felt he left some shots out on the course as they shared US$880,333 for their gallant effort. "We feel average as we didn't really play our best. We still have a lot of chances to win this trophy, so I'm looking forward to it. This will certainly help the game in China. We have a big future," said the 21-year-old, who was born in 1995 - the year China hosted its first World Cup of Golf.
Team USA came to Kingston Heath Golf Club with winning the ISPS HANDA World Cup of Golf their number one priority. While it didn't finish the way they planned Fowler and Walker enjoyed their week Down Under.
"We had a fun week. I know both of us didn't play as well as we would have liked to, but it was fun. Not a bad finish, but not what we exactly wanted coming down here," said Fowler.
"I think Jimmy puts it into some good words, just being able to put on that red, white and blue, anytime you get a chance to, it's special. I'm glad that both of us were able to come down here."
With Walker adding, "Not many times you get to do this, represent your country in the World Cup. I know it was kind of on our bucket list to do and the U.S. is very deep in talent, so to be able to come down here and do it was very cool. To have Rickie pick me and ask me to come play was very special."
Shooting 9-under 63 in the final round, the French duo of Victor Dubuisson and Romain Langasque were happy with their performance at the ISPS HANDA World Cup of Golf.
"It was a great day. I think we can't really do any better. 9-under, it's a great score. The pin positions were so difficult. Romain started the round really well, he made some very important putts on that first seven holes," said Dubuisson.
Langasque added, "I was really under pressure before this week because to play with Victor in a big tournament like this one, and I'm so happy to finish the tournament with that position, 9-under in the last round. That's amazing."
Alex Noren and David Lingmerth combined for a brilliant closing 62 to finish shots five back for Sweden.
Defending champions and host team; Australia produced a last round charge to give the crowds something to cheer about.
Marc Leishman and Adam Scott combined on Sunday of the ISPS HANDA World Cup of Golf to shoot 7-under 65.
While there were plenty of birdies to celebrate the Aussies left their run too late finishing in a share of 9th on 11-under the card.
"It was nice to finally see a few putts drop and some red numbers on the leaderboard. So it's definitely a lot more enjoyable out there today when you can play like that. You know, it's unfortunate that we couldn't start that on Thursday, but it's something to build towards for next week," said Leishman.
Scott added, "It was tough conditions Thursday and Friday in the wind. And we didn't play poorly, but we didn't play good enough to be at the top of the leaderboard. We just didn't have the momentum over the weekend to catch up. But there were some good signs."
Denmark's previous best finish at the World Cup of Golf had been in 2001, when Thomas Bjørn and Søren Hansen finished in a tie for second after losing in a play-off, and for Kjeldsen it was a first victory in his sixth outing, while Olesen was making his third appearance.
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What's on this week / 25th - 31st January 2017
Discover what's on in the world of golf and which Aussies are in action this week