Sorensen made a hash of dealing with Rio Ferdinand's header from a corner in the fifth minute and only succeeded in bundling the ball over his own goal line.
He later allowed an Emile Heskey shot to squirm under his body for England's third goal.
We played a good game but we made a couple of mistakes
"Obviously it was a mistake," said Sorensen, who has been Denmark's number one goalkeeper since Peter Schmeichel retired two years ago.
"I made a mistake on the corner and it cost us an early goal. It's the wrong kind of start you want against an English team. It was all uphill from there."
Danish coach Morten Olsen said defensive blunders had gifted England all three goals.
The second came when Denmark's defence failed to clear a Trevor Sinclair cross, allowing Michael Owen to poke in his first goal of the tournament.
"We played a good game but we made a couple of mistakes," Olsen said.
"After the first goal it was difficult because they have a very good defence, then they are 2-0 in front with a mistake in our defence.
"We reacted well and we played some good football. But just before halftime we made a mistake and the match is over because to score three goals against England is almost impossible."
England striker Teddy Sheringham also felt that Sorensen's early error sealed Denmark's fate.
"I think that goal changed the game completely," he said.