The teenagers were last seen publicly in January at their father's accession ceremony, when they joined their parents and elder siblings, Crown Prince Christian, 18, and Princess Isabella, 17, on the balcony at Christiansborg Palace.
Josephine and Vincent were pictured with Isabella before taking part in the One Mile Family race in Copenhagen during King Frederik's Royal Run event, which took place against five different locations in Denmark.
"OMG ! It seems to me, like it was yesterday, the twins are born..." one social media follower commented.
"Omg, the twins have grown up!" another agreed, while a third added: "Beautiful siblings. The twins have so grown up."
You may also like
After crossing the finish line, the Danish royal palace also shared a snap of Frederik, Vincent and Josephine back at the palace with their two beloved Border Collies wearing their medals.
King Frederik with Prince Vincent and Princess Josephine and their pet dogs
The Royal Run was initiated by Crown Prince Frederik to mark his 50th birthday in 2018, and has since become an annual race. Around 95,330 runners took to the streets to take part in the event in Brønderslev, Aarhus, Fredericia, Kalundborg and Copenhagen / Frederiksberg.
King Frederik will celebrate his 56th birthday on Sunday 26 May with an appearance on the palace balcony to mark the occasion.
Recommended videoYou may also likeWATCH: Frederik and Mary's children join them on the balcony on accession day
It comes just over a week after he and Mary celebrated their 20th wedding anniversary, which coincided with their Norway state visit.
Now see the Danish royal family in action from the Royal Run…
Princess Josephine, Princess Isabella and Prince Vincent all supported one another as they started off the race together. Team work!
LISTEN to the latest episode of HELLO!'s A Right Royal Podcast
LOVE THE ROYALS? JOIN THE CLUB!
If you are reading this, the chances are you are obsessed with all things royalty – which is just as well because so are we! So obsessed, in fact, we’ve launched a club solely dedicated to covering them. So welcome to The HELLO! Royal Club. We would love you to join us there…
What is it?
Interactive community offering behind-the-scenes access, exclusive royal interviews, unmissable royal insights, and an illustrious royal Inner Circle.