The couple looked to be in good spirits as they posed for photographs.
Fred looked his usual dapper self in a three-piece navy suit.
Mary opted for a glamorous dress paired with Nike sneakers.
The princess wore her hair in her signature bun, and paired the dress with a large diamond brooch.
It's unclear why Mary chose to wear sneakers for the day, but considering Italy is known for its cobblestones the royal might have wanted to spare a wobbly trip.
Later, the couple will visit the Terme Di Caracalla before attending the welcome reception with the Danish delegation.
