Kasper Hjulmand conceded he feels part of something he does not like after Denmark were among the European nations to backtrack on wearing OneLove armbands.
Denmark, along with England, Wales, Germany, Switzerland, Belgium and the Netherlands, had planned for their captains to wear the armband – which promotes diversity and inclusion – for the duration of their campaigns at the World Cup in Qatar.
Yet under pressure from FIFA, the teams released a statement on Monday confirming the plan, which was in order to protest against the questionable human rights record of the host nation, would not go ahead.
Denmark drew 0-0 with Tunisia in their opening game on Tuesday, but Hjulmand's post-match press conference was dominated by the furore surrounding the issue.
"In Denmark, we have a slogan 'part of something bigger'," Hjulmand told reporters. "At the moment, I'm not sure if I'm part of something I like.
"I like the football, I love football, I love the diversity, love all countries, love different people. It's important to change direction."
Hjulmand also made a point of adding he wants to see "young, progressive people enter governing bodies", and that he hopes people will begin to have more empathy with one another.
FIFA president Gianni Infantino insisted during a media address on Saturday that "everybody was welcome" to Qatar, where homosexuality is a crime.
However, it has been reported FIFA were pressurising the seven teams planning to wear the armband, with the possibility of not only economic fines, but sporting sanctions - such as instant yellow cards or even a one-match suspension for the player wearing the garment.
"I cannot confirm anything," Hjulmand replied when asked if the threats went further than a booking. "I don't think that it's clear what would happen, but there have been threats that affected the sporting side.
"A fine wouldn't be a problem. We had expected no problem with the captain's armband. This is standing up for diversity, every person, every shade of people, that is not a political statement.
"It's difficult when it's something that we really value. I value it, the players value it, but it's really damn difficult to do that.
"This is my first World Cup match, I've been dreaming about this. Here I am in it, and we talk about something completely different, how wild is that?"
Hjulmand made it clear he did not see the issue as a reason for his team's somewhat underwhelming display against Tunisia.
"Not an excuse. It's not so much unrest that my concentration suffers, but enough unrest as a human being. Yes, I spend too much time every day now figuring out how to handle this," he said.
"There's so many things I want to say and want to do. I'm fighting with that, I must say. But I'm there 100 per cent for the players. But I can tell you that I have difficulties finding myself here.
"We just know there will be consequences and maybe it has to do with results, or the football part of it. I think it's very hard on the players to tell them about this. I don't think we can put that on the players, definitely not here.
"I will protect my players, they have total freedom of speech and behaviour. Maybe there are other ways. I was very touched by the team from Iran yesterday [not singing the Iranian national anthem].
"I also think that something must happen, maybe it's from us that's involved in it. It's difficult, but I don't think we can put this on the players.
"The focus, the amount of energy you have to play with, where they are in their lives, I don't think it’s the right thing to put that on the players."