The match was a tense encounter as Denmark took a first half lead, which was cancelled out just minutes later by an own goal.
It finished 1-1 in 90 minutes, and England won a penalty in extra-time, which captain Harry Kane missed before pouncing on the rebound to fire the Three Lions into the tournament's finale.
The win ended England fans' 55-year wait for the national team to reach a major tournament final, and Adele couldn't hide her delight as she shared a video to Instagram of herself and a group of friends jumping up and down and cheering as they watched Kane's incredibly penalty.
"ITS B**ODY COMING HOME (sic)," she wrote alongside the clips - a reference to 1996 track "Three Lions" by David Baddiel, Frank Skinner, and the Lightning Seeds.
And Robbie Williams' wife Ayda Field Williams shared a picture of her husband with his fists clenched in delight following the final whistle, writing alongside it on Instagram, "The exact moment when @robbiewilliams realised, that for first time in his entire life, football is coming home #goengland #euro2020 #apictureisworthathousandwords #footballiscominghome AWxx."
And TV presenter Stephen Fry posted, "Phew! The tenacious terriers outran and outfought the wonderful Great Danes. But now there's Sunday to worry about... my poor old heart... (sic)"
The Duke of Cambridge was in the crowds at London's Wembley Stadium to watch the game, and he and wife Catherine, who is self-isolating at home after coming into contact with a person who tested positive for Covid-19, tweeted their delight after England's victory.
"What a game, what a result! A huge team effort @England. The whole country will be behind you on Sunday #ItsComingHome," they wrote.
England will take on Italy in Sunday's (11Jul21) final.