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The result sees Denmark progress into the last eight of the competition for the first time since 2004. They are the first nation to reach this stage of the tournament after losing their opening two group stage games.
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Wales suffered their biggest ever defeat at the tournament and were unable to match their Euro 2016 performance where they reached the semifinals for the first time in their history.
Eriksen suffered a cardiac arrest in Denmark's opening defeat to Finland and has since been discharged from hospital after an operation to implant a heart starter device.
Following an encouraging spell from Wales, Denmark took control and opened the scoring after 27 minutes through Dolberg's strike from outside the area.
Dolberg had a chance to double their lead moments later but his close-range flick was blocked by Wales goalkeeper Danny Ward.
Ward was called into action again just before the break when he made another save from the unmarked Maehle.
Denmark made it 2-0 just three minutes into the second half after Neco Williams' misplaced clearance fell to Dolberg inside the box who converted the chance.
Wales players were furious because they felt Kieffer Moore was fouled in the build up but VAR checked and the goal was given.
Substitute Mathias Jensen almost grabbed a third after 66 minutes but his cross clipped the post.
Denmark scored a third in stoppage-time through Maehle while Harry Wilson was sent off for a reckless challenge moments later.
Braithwaite found himself on the scoresheet late on too as his goal was awarded after a long VAR check.