A series of photos were shared on the family's official Instagram account @detdanskekongehus, showing exactly how they have decorated for the festive period.
WATCH: Danish royals begin Christmas transformation at the Palace
The first showed their Christmas tree, which they have decorated with a selection of blue, white, silver and red baubles, and a gold star at the top.
The Danish royal family's Christmas tree
It sits on a red and green printed mat, while a toy soldier and a large bunch of red flowers have been positioned on top of a table in the middle of the room.
The Danish royals have a toy soldier on display
On top of the fireplace, the family have added a handful of pink, green and brown acorns which have been dusted with glitter. Some have been stored in a glass vase which is topped with a large red bow, and three red tea lights and a floor plant with red baubles add to the aesthetic.
The Danish royals' fireplace at Christmas
Elsewhere, an additional mini silver and tulle tree has been placed on one window ledge, and a floral wreath with four candles and reindeer ornaments sits on a dining table.
Further Christmas decorations at Amalienborg Palace
A third Christmas tree has also been installed outside, in front of the home. It's decorated with warm string lights.
The Danish royal family's outdoor Christmas tree
The post was captioned, "Over the weekend there is a real Christmas atmosphere in the Crown Prince's family's home, Frederik VIII's Palace. Here are a number of mood pictures. Happy second Sunday in Advent."
Previously, the Queen, Margrethe II of Denmark, revealed more handmade decorations including a mini Santa and Elf 'family'. The caption explained that the decorations reference the history of the family.
"In 1921, the Queen's grandparents, Christian and Queen Alexandrine, and father, Crown Prince Frederik and Prince Knud, travelled on their great Arctic royal expedition. At that time, two goblins were on both the warship Valkyrie and the steamship Iceland. Namely, Santa's brother who settled in the Faroe Islands, and his sister who has lived in Greenland ever since. This Christmas, it is 100 years ago since the Santa family was last gathered in Amalienborg's old attic.
"Here, on the first day of the Christmas month, the Queen therefore sends the Santa girl on a Christmas journey through the green mountains of the Faroe Islands and the ice-covered mountains of Greenland to find the two siblings. The journey will not be without hardships, so the Majesty lights the poinsettia for the elves and wishes the Elf girl a good journey."
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