Australian-born Mary, 51, travelled to Sydney with her 12-year-old twins last week, with a photo of the trio climbing Sydney Harbour Bridge emerging online.
Prince Frederik , Princess Mary and their children Christian, Isabella, Vincent and Josephine rallied together to deck the halls at Amalienborg, their home in Copenhagen.
Tensions arose within the Danish Royal Family after the monarch stripped Prince Joachim s four children of their prince and princess titles - a move which he openly criticised.