The Borussia Dortmund player's first somewhat clumsy finish was saved by the goalkeeper.
But on the return, Delaney went "all in" and scored an incredible goal when he heeled the ball.
The Dane rushed jubilantly away towards his teammates and they probably hope that he retains his form.
Tonight, they meet Austria in the World Cup qualifier away in Vienna.
Denmark leads the group ahead of the upcoming opponent.