Knudsen's wife Trine gave birth to a girl several weeks earlier than expected after he had already arrived in Russia.
"I think you have to remember we are human beings as well as footballers," said goalkeeper Kasper Schmeichel.
"As a father myself I cannot imagine how hard it was for Jonas getting that message and not being there.
"There are lots of fathers in the squad and so we wanted to look at the human side and do anything for him to see his daughter."
It was only a brief visit for Knudsen, who returned to the camp on Monday in preparation for Denmark's meeting with Australia on Thursday in Samara.
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