A chic Mary, 46, had her hair pinned back with an embellished hair clip and donned a red satin blouse which she accesorised with a navy blazer.
Prince Frederik opted for a navy suit with a purple shirt and maroon coloured tie.
The children all matched in red, with Isabella wearing a red top and navy skirt, and Prince Vincent opted for a bright red jumper.
Meanwhile Christian chose something a bit subtler donning a navy jumper with a red and white stripe across the front.
The family appeared to be having a blast as they chatted away during the match.
What's more, they were thrilled when Denmark won the match over Norway with an impressive score of 31-22.
Mary and Fred will be back out and about on January 29 where they will attend a Medal of Honour dinner for Navy officers at Fredensborg Palace.
Watch the video below to see Mary dazzle at a previous banquet.