Speaking in Danish, Frederik reportedly told viewers: "We would like to thank all those who work hard so that we can all get through this difficult time.”
"You who hold together the community… You make an indispensable effort. Thank you very much for that.
Frederik then urged the nation to take care, before Mary reportedly gave thanks to those working on the frontline and caring for people affected by COVID-19.
With the country now embracing national lockdown restrictions, Mary reportedly went on to say that they were also making the most of their brief time outdoors in the fresh air.
The video is the first time Frederik, Mary and their children have been seen since they fled Switzerland and returned to Denmark, following the outbreak of the Coronavirus.
The royals had been living in Switzerland while their children attended a school exchange at Lemania-Verbier, but with the pandemic worsening, they opted to return home early.
In mid-March, The Royal House issued a statement that confirmed the Danish royals were returning to their home immediately as a result of the worsening Coronavirus situation.
“In the light of the increased situation in Denmark in connection with the handling of the spread of COVID-19, the crown prince party has decided that the family should return home from Switzerland,” the statement began.
“The Crown Prince Couple find it most natural to return home and stand together with the Danish people during a time that requires much of everyone and when there is a common responsibility to look after each other.”
The couple’s four children, Prince Christian, Princess Isabella, Prince Vincent and Princess Josephine began their 12-week exchange in January, but due to the virus outbreak, they will continue their studies in Denmark, the statement confirmed.