The princess – who was not joined by husband Prince Frederik or the pair’s four children Prince Christian, 12, Princess Isabella, 11, and twins Prince Vincent and Princess Josephine, seven – attended the New York City Ballet at the Tivoli Concert Hall along with Princess Benedikte, who is Queen Margrethe's sister.
Mary’s gown was embellished with tiny beads and mirrored sequins and she wore her brunette hair back in a chignon.
As well as pairing her ensemble with some simple matching earrings, she clutched a chic leather bag in her hands.
As Mary walked the red carpet she also held on to a pale pink scarf.
It’s not the first time the princess has attended the concert hall. She was there back in August 2014 to watch the Melbourne Symphony Orchestra.
It’s been a busy time for the Tasmanian-born royal.
Princess Mary attended the opening of the Spring/Summer 2019 Copenhagen Fashion Week last week, attending a fashion show and a sustainability fashion fair.
According to the Danish royals’ official Instagram page, Mary has been overseeing an educational program for young children – in a bid to stamp out bullying in classrooms.