In the photos from the service Princess Mary and Prince Frederik look visibly distressed, with one shot showing Mary comforting a distraught Princess Isabella.
In another heartwrenching photo, a grief-stricken Crown Prince Frederik is seen crying as he stands beside his mourning family.
During the service, the family's surviving daughter, Astrid, released colourful balloons in memory of her beloved siblings.
On the day of the terrorist attacks, Queen Margaret of Denmark released the following statement: "I am deeply shocked to learn about the devastating and terrible terrorist attacks in Sri Lanka today. I wish to express my sincere condolences and sympathy to you and the people of Sri Lanka. My thoughts are with the families and friends of the victims."