In more than two decades as a professional golfer, Denmark's Soren Kjeldsen has never felt anything like it.

Four victories on the European Tour have been career highlights, along with three top-10 finishes in the majors.

But forming a special bond with countryman Thorbjorn Olesen at Kingston Heath en route to claiming a first-ever World Cup trophy for Denmark was a whole new experience.

The Danes saw off a series of challenges on Sunday, closing with a six-under 66 in the best-ball format for a four-shot victory over crack American pairing Rickie Fowler and Jimmy Walker, China's Wu Ashun and Li Haotong and Frenchmen Victor Dubuisson and Romain Langasque.

"When you've got a guy like this (Olesen) on the back nine on Sunday you feel like you want to die for the guy," said the 41-year-old Kjeldsen.

"It's different and that's been very interesting to feel that.

"I get the sense why teams get so together when they play well and I've never really experienced that before this week."

Kjeldsen and Olesen broke the World Cup wide open with a scintillating 12-under 60 in the other round of best-ball competition on Friday and were never headed in the closing two days.

The Danes' only shaky moment on Sunday came when they both bogeyed the par-five eighth hole.

Not long afterwards, China had narrowed their lead to a single shot.

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But six birdies from the Danes on the back nine calmed any nerves as they finished at 20-under 268.

"Me and Soren have been great this week with our mental strength - it's been very, very good," said the 26-year-old Olesen, whose big-hitting, attacking style provided the perfect counterpoint to Kjeldsen's more measured game.

"Just keeping calm and playing our game and we've both been playing very well.

"I wasn't too nervous on the back nine, I thought we'd have to make some birdies at some point and they came at the right time."

Australians Marc Leishman and Adam Scott saved their best for last, shooting a 65 on Sunday to finish in a tie for ninth at 11 under.

"Even daring to dream we'd birdie the whole back nine it wasn't going to be enough," said Scott, who had paired with Jason Day to win the previous edition of the World Cup at Royal Melbourne in 2013.

"We needed a faster start."

All 28 two-man teams shot two under or better on the final day, with the best round of 10-under 62 coming from world No.9 Alex Noren and fellow Swede David Lingmerth.

It lifted Sweden to outright fifth on 15-under 273, a shot ahead of Italians Francesco Molinari and Matteo Manassero and Japan's Hideki Matsuyama and Ryo Ishikawa.