The group were spotted watching from a balcony of Eremitage Palace as the annual event – a imaginary fox chase which takes place every autumn in Klampenborg, north of Copenhagen – unfolded.
The foursome checked out the smartly dressed riders, and were on hand afterwards to help congratulate the winning huntsmen.
Watching the family scene, it was easy to see how close Felix – younger son of Joachim and his first wife Alexandra, Countess of Frederiksborg – is to his cousins. The ten-year-old spent the day laughing and playing with Christian and Isabella – who is known as Bella to her family.
The little girl – who has inherited her mother Princess Mary's delicate features and her father's blue eyes – hardly stopped smiling for a moment.
Royal watchers were wondering if Isabella and Christian's little siblings Josephine and Vincent will attend next year. By the next time the hunt takes place, the twins will be almost three – the age their big sister was when she made her debut at the event.
Isabella first watched the hunt in 2009, accompanied by her big brother and her maternal grandfather John Donaldson, who was looking after the two while their parents accompanied Prince Henrik on an emotional return to his former home in Vietnam.
Back then she was almost the same height as her older brother, but these days Christian is almost a head taller than his five-year-old sister. Christian turned seven in October, and shows more of his emerging personality with each passing year.
At the London 2012 Olympics this summer, the little boy had Danish officials in stitches when he struck a Usain Bolt pose while the cameras were trained on him. Isabella is also known for her playful nature. At the hunt two years ago, the little girl couldn't resist pulling faces at photographers.