And the wife of Prince Frederik proved she has stayed true to her roots, showing off her down to earth side in an incredible image shot by Scandinavian photographer Dennis Skyum who inadvertently captured the Princess out walking her dog Grace at Copenhagen's Custom House.
Mr Skyum posted the photo to his Instagram and Twitter accounts with the caption: "Shot this photo of a woman and her dog at the old Custom House today. When I looked at it later, I realized this is HRH Mary, Crown Princess of Denmark, and Grace, whom I guess is the Crown Dog of Denmark."
Mary, 47, cut a casual figure in a black knee length coat and dark wash jeans for her winter stroll.
The mother-of-four teamed the low key look with a pair of sneakers and large sunglasses in an attempt to enjoy her walk incognito.
The Danish royals welcomed border collie Grace into the family in 2017 after the passing of their beloved dog Ziggy, who was a wedding gift to Mary and Prince Fred.
Royal fan watchers took to social media to voice their delight at the shot, with one tweeting: "Danish royals do more stuff in public, shopping, walking, without a lot of security.. so yes this photo is possible."
"A good story and a beautiful picture!" someone wrote.
Others commenting in Danish said they have seen the Princess walking in that area before but "have never had the courage to take a picture".