The Danish Royal Family's Instagram page also shared some sweet snaps from the day, showing the royal children enjoying the festivities.
The appearance from Prince Frederik comes just a week after he flew home from Sydney after attending the Invictus Games to support Prince Harry.
Prince Frederik sported a red t-shirt and without his trademark stubble he posed for a photo posted to the official Instagram account of the Danish royals.
“HRH The Crown Prince was among the first to congratulate Denmark, today, won silver in sailing during Invictus Games in Sydney, Australia,” the Danish palace wrote.
“This week, his Royal Highness visits the multicultural event the Invictus Games, where 25 Danish veterans are attending.
“The idea behind the Invictus Games is to honour injured veterans and thank them for their efforts for their country,’ the palace continued.
The Crown Prince also got to present some of the medals at the Games.