Norway made a fast start in their opening UEFA Nations League match, with Oscar Bobb putting them ahead after 14 minutes. The forward stayed onside to collect Martin Odegaard's pass before curling a fine finish beyond Filip Jorgensen.
Haaland doubled the advantage just four minutes later. After laying the ball off from Orjan Nyland's long pass, the Manchester City striker raced into the penalty area and finished Antonio Nusa's through ball between Jorgensen's legs.
Denmark responded through Mikkel Damsgaard, who gave Nyland no chance with a superb free-kick to reduce the deficit.
Norway continued to threaten before half-time, with Odegaard creating another opening for Haaland, although Jorgensen kept out Patrick Berg after the striker had set him up.
Nyland was also called into action, tipping Joakim Maehle's long-range effort over the crossbar.
Denmark increased the pressure after the break and eventually found an equaliser in the 60th minute. Nyland saved a header from Morten Hjulmand following Dorgu's corner, but Rasmus Hojlund reacted quickest to the rebound and fired home.
Hojlund almost put Denmark ahead moments later, only for Nyland to make another important save and push his effort onto the post.
Norway regained control in the 74th minute, with Haaland completing his brace. Odegaard played the ball short from a corner before Haaland met his pass and produced a clinical finish to restore the hosts' lead.
Denmark's hopes of another comeback suffered a further blow in stoppage time when David Wolfe was sent off after receiving a second yellow card for bringing down Gustav Isaksen.
Norway held on to extend their unbeaten run at home in Oslo to 14 matches, dating back to March 2024.
Denmark, meanwhile, remain without a win in their last six away Nations League matches.
Norway's next Nations League fixture is against Portugal at Ullevaal Stadion on Sunday.
Erling Haaland made history with a two-goal display as Norway beat Denmark 3-2 in the Nations League, taking him past Zlatan Ibrahimovic as the highest-scoring Nordic men's international player.
Netherlands manager Xavi has recalled Manchester United striker Joshua Zirkzee after Brian Brobbey was ruled out of the remainder of the international break with a muscle injury.
Jurgen Klopp was left encouraged by Germany's performance in his first match as head coach, despite seeing his side concede a late equaliser in a 1-1 draw with the Netherlands in the UEFA Nations League on Thursday.
Leeds United star Ethan Ampadu has demanded greater standards from Wales after their winless run was extended by a 1-0 Nations League loss to Portugal in Lisbon.
