The world champion received the full backing from the team on the closing test as they set about chasing down the day’s breakaway.
Cavendish repaid that effort with a powerful sprint to take top honours on stage six in Frederiksberg, holding off the attentions of Matteo Pelucchi (Europcar) and Andre Greipel (Lotto-Belisol) at the line.
The result marked a strong return for Cavendish following an extended break after the Olympics and represented his 12th victory of the season. For their efforts over the five days Team Sky also took away the team classification award.
The sprint finish allowed Lieuwe Westra (Vacansoleil-DCM) to safely hold on to his overnight lead, the Dutchman clinching the yellow jersey by 10 seconds over nearest rivals Ramunas Navardauskas (Garmin-Sharp).
Also finishing safely after a day of hard effort were Michael Rogers and Lars-Petter Nordhaug (also a stage winner on Friday), finishing ninth and 10th respectively on the GC for Team Sky.
After the stage a happy Cavendish said: “The team controlled the race the whole way.
“The lads had great faith in me and delivered me to the line perfect. I’m really happy to get the win and repay their hard work, especially as I haven’t been in the best form recently.
“I won here in 2007 and it’s great to come back and win here again.”
165 kilometres lay ahead for the final stage of the race as the riders rolled out of Slagelse on Sunday morning.
With a buffer of 19 seconds over his nearest rival heading into the day Westra was sitting pretty on a relatively straightforward concluding stage.
A strong five-man break tried to go clear in the opening stages but with Lars Bak (Lotto-Belisol) involved the move was quickly snuffed out. Things eventually came back together, but not before a crash temporarily split the bunch.
The regrouping allowed two Danes to head up the road, Sebastian Lander (Glud & Marstrand) and Kristian Haugaard (Danish National Team) delighting the home fans out on the route.
The pair held a margin of three minutes over the bunch as they entered 10 laps of the 6km finishing circuit on the outskirts of Copenhagen, Team Sky and Vacansoleil leading the charge behind.
Attacks out of the bunch were to no avail, with Lander the final man to be swept up with Lotto-Belisol lending their weight to the charge. Yet Cavendish would not be denied to set the Manxman up nicely heading into the Tour of Britain.
Unsurprisingly Sports Director Servais Knaven was happy to leave Denmark after a successful race for the team.
“It was the perfect way to finish off the race,” he said. “The team were incredibly strong and controlled the race the whole day. After 25km we started riding and chased down a small breakaway. We are really happy with the performance here.
“It’s been a good week. The plan was to win a stage with Cav and Lars-Petter winning the queen stage was a real bonus. We’ve also taken two top-10 finishes and the atmosphere here has been really good.
“The guys coming back off the track could work on their legs and everybody came out better and better every day.”