In a statement, the palace said that the couple and their four children, Prince Christian, 15, Princess Isabella, 13 and ten-year-old twins Prince Vincent and Princess Josephine, moved to the Chancellery at Fredensborg Castle over the weekend and will reside there throughout the coming months.
Crown Prince Frederik and Crown Princess Mary lived at the Chancellery when they first got married in May 2004, and used it as their primary residence until Frederik VIII's Palace at Amalienborg in Copenhagen was renovated.
WATCH: A fascinating look inside royal residences
Now the family use the Chancellery as their residence in the summer and live at Amalienborg during the winter.
The Chancellery building dates back to 1731, but in more recent times it was home to Crown Prince Frederik's grandmother, Queen Ingrid, until her death in 2000. Queen Ingrid was the late King Frederick IX's consort.
Crown Prince Frederik and Crown Princess Mary recently celebrated Easter with their family and Queen Margrethe at Marselisborg Palace in Aarhus.
The Danish royals shared photos with their Instagram followers as they enjoyed an afternoon of painting eggs.
The Danish royals celebrated Easter together
In an interview with Hjernesagen's member magazine, Princess Marie, 45, said: "It was so close to a tragedy that could have changed our lives forever."
Prince Joachim, 51, underwent emergency surgery for a blood clot on his brain at the University Hospital of Toulouse in France last July.
He told the magazine: "I have experienced how Marie immediately approached the situation and that with her resourceful interventions and actions, she was the one who led the way until I was handed over to the ambulance drivers in Cahors and sent on to Toulouse. She was amazing! She went into soldier mode... I know that with Marie I have a resourceful, loving, caring and safe support."
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