According to the Danish FA, Bah arrived at the training camp already carrying the injury.
"Alexander Bah suffered a setback with his injured shoulder during the weekend match for Benfica. He has now undergone a series of tests with the medical staff and will not be able to play in the upcoming matches. He is therefore withdrawing from the squad," says the Danish FA on X.
Dolberg from Ajax meanwhile, was unlucky during Tuesday's training session.
"Unfortunately, Kasper Dolberg sustained a knee injury during today's training that will keep him sidelined for an extended period. He is likewise withdrawing from the squad," the statement reads.
National team coach Brian Riemer had already been forced to find a replacement for defensive stalwart Andreas Christensen, who left Barcelona's match over the weekend with a strain. Lucas Hogsberg has been called up to the squad in his place.
Denmark faces some tough challenges in the Nations League over the coming weeks. First up is an away match against Norway on Thursday, followed three days later by a home game against Wales at Parken.
The following Thursday, Portugal will visit Denmark's national stadium, before the Danish team concludes the international break with an away trip to Wales.