The race encourages families to partake, so this year Prince Frederik and his Australian princess took along their four children, Prince Christian, 13, Princess Isabella, 12, and 8-year-old twins Prince Vincent and Princess Josephine.
The royal family certainly let their competitiveness show, with Crown Princess Mary of Denmark striding into the lead while building up quite the sweat!
Meanwhile, HRH posed with his kids, as the four young royals beam at the camera while holding up their participation medals.
Prince Vincent looks like he got his competitiveness from his mum, as he was captured taking on a much older looking runner, only to collapse in exhaustion at the finish line.
Mary, who was born in Tasmania, met Prince Frederik during the Sydney Olympics.
The pair married on the 14th of May 2004.