She accessorized the look with a blue clutch, pearl earrings and a matching pear ring.
Of course, all eyes were on her stunning red Rupert Sanderson heels that feature a pearl embellishment.
What’s more, her shoes perfectly complemented the bouquet she received at the concert, which featured deep red and blue flowers.
The princess is a patron of the Choir which consists of 50 girls between the ages of 15 and 22 and is conducted by Philip Faber. The musical group perform more than 60 concerts a year around Denmark.
The festive touch of red in her outfit comes after the Danish Royal Family revealed a snap of their gorgeous Christmas tree on their official Instagram account.
"Christmas spirit in the hall of Frederick VIII's palace, Amalienborg," the caption stated.