“We dreamed about this and at the end of the day I think we also believed we could get here,” said the striker who scored his side’s first two goals in the last-16 tie at the Johan Cruyff Arena.
“We have a lot of great players. It is hard to say we expected to be here but we are happy to be through to the quarter-finals.”
Dolberg had not started any of Denmark’s games in the group stage but was brought into the line-up by coach Kasper Hjulmand and delivered in style at the ground where he made his name with Ajax.
Dolberg scored his side’s first two goals before Joakim Maehle and Martin Braithwaite added further strikes late on as Wales capitulated, finishing with 10 men after Harry Wilson was sent off.
The occasion at the Johan Cruyff Arena was like a home game for Denmark with a huge travelling support inside the stadium.
“This is something I have been waiting for after being on the bench,” Dolberg said.
“I felt that I contributed something great today and walking around the city and then to the stadium it felt really special to me.”
Ajax is also where Christian Eriksen made his name and banners around the ground carried the name of the playmaker who is still recovering from the cardiac arrest he suffered during the Danes’ opening game against Finland in Copenhagen.
“Johan Cruyff is one of my great inspirations and this was also Christian’s first home after leaving Denmark,” Hjulmand said.
“I would have loved for him to be here.
“I am really grateful for all the Danes who came down here. I am grateful for all the support we keep receiving. It is crazy.”
Denmark may not have quite the same backing in the quarter-finals when they play either the Netherlands or the Czech Republic in distant Baku.
Hjulmand, meanwhile, will surely keep faith in Dolberg up front even if Yussuf Poulsen — who was missing here with a hamstring injury — is able to return in that game.
“I think we have a star striker in Kasper,” Hjulmand said.
“I watched him when he was a kid and he had that season when he scored 16 goals for Ajax. He had difficult spells with injuries and catching Covid but he bounced back.
“I saw in training that he was fit. I think it was meant to be for him. The first goal was amazing and it was an amazing performance.”
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