One of the images was taken during their family holiday to Australia, over the Christmas break. Princess Mary, her four children and her husband Crown Prince Frederik all returned to the Princess' homeland for the first time in five years, to spend the festive holiday with her relatives.
While a photographer is usually hired to take pictures of the royals for official portraits, the 43-year-old decided that this year she would step behind the camera, just like she did for the twins' second birthday.
In one sweet snap, Vincent and Josephine were pictured together, standing next to one of Australia's most famous animals, a cute koala.
The picture could have been taken at the Bonorong Park Wildlife Centre – a sanctuary in Tasmania that the royals have visited on previous years. Back in 2008, Prince Frederik and Princess Mary's eldest son Prince Christian met his first friendly koala during a private visit.
The twins' proud mom Princess Mary, who is from Tasmania, took the official portraits Photo: Princess Mary of Denmark
The other two photos of the twins seem to have been taken in Denmark, judging by the youngsters' warm winter clothing. Vincent and Josephine, who is 26 minutes younger than her brother, were pictured individually, leaning against a tree in a forest.
Mary and Frederik are expected to mark the twins' birthday in private, with their eldest children Prince Christian, 10, and 8-year-old Princess Isabella.
Other members of the royal family may also join the celebrations, including the twins' grandparents Queen Margrethe II and Henrik, the Prince Consort and their young cousins, Prince Joachim's children.