The mother-of-four got up close and personal with an adorable cow and a formidable bull before enjoying a glass of fresh milk with other guests.
Princess Mary told spectators her children - Prince Christian, Princess Isabella, Prince Vincent and Princess Josephine - preferred burgers to broccoli.
"My children sometimes say no to the vegetables... It's a lot of burgers and spaghetti with meat sauce,' Daily Mail quoted her as saying.
Now in it's 50th year, the Roskilde Animal Show showcases the best of Danish agriculture and attracts around 90,000 visitors each year.
Last month, Mary and her husband Crown Prince Frederik completed a hugely successful tour of South Korea, which saw the royal couple visit Seoul Children's Hospital, the National Museum of Modern and Contemporary Art and even the Korean Demilitarised Zone (DMZ) on the border of North Korea.
