The popular royal – who is married to Crown Prince Frederik – arrived at Christiansborg Palace along with the Danish Royal Family for the opening of parliament.
Princess Mary was joined by her husband as well as Queen Margrethe, Prince Joachim, Princess Marie and Princess Benedikte for the occasion.
The opening of parliament traditionally takes place each year on the first Tuesday of October.
While there is no parliamentary debate during the first session, it is tradition for the Prime Minister to make a speech.
It is unclear what was happening at the time photos of Princess Mary were taken, but snaps of the royal show her appearing to lean in to listen to something Prince Frederik is saying at one point.
Another photo shows the princess looking solemnly ahead – perhaps during a break in proceedings.
The princess looked as chic as ever for the event – teaming a smart black button-up jacket with a black hat and printed pink skirt.
Prince Frederik also appeared in fine form – having only recently returned to royal duties after undergoing surgery on his back.