No, it is not safe to use denatured alcohol for two good reasons:
Denatured alcohol refers to a class of ethanol produced for industrial uses that has been "denatured," which essentially means "made undrinkable" by mixing other compounds that are toxic or unpleasant to humans. The thing is, you, as the consumer, have no idea what exactly was mixed in. Different denaturing agents have different skin toxicities, none of them are pleasant, and some of them are known mutagens. Many countries also require denatured alcohol to be dyed to help prevent accidental consumption.
Any modern wound management training recommends against using alcohol of any kind as an antiseptic. Although it does kill bacteria, pouring alcohol on a wound also kills perfectly healthy flesh which disrupts the healing process, can result in longer heal-times, and result in higher susceptibility to infection down the road.
Best treatment for a wound: wash thoroughly with soap and drinking water then bandage appropriately (more thorough details in an answer to How could I treat scrapes outdoors without a first aid kit?).