The Three Lions host the Danes at Wembley on Wednesday but Spurs righty-back Walker will not be present as he battles a hip injury.
Additionally, Spurs attacking midfielder Christian Eriksen will have to be withdrawn from Morten Olsen's team because of a back issue.
"Kyle won't be fit to play for England," Sherwood said.
"He was not fit to play here today, so he won't be fit for England either.
"I'm not sure but he probably will (link up with England) as they will be training at our complex in the early part of the week.
"We're just hoping to nurse him back to fitness for next week, so we'll see how that goes.
"Christian Eriksen won't be ready for Denmark either, by the way, after his back problem."
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