The Danish royal palace confirmed that King Frederik was abroad on a private trip last Friday, with his son, Crown Prince Christian, 19, acting as regent in his absence.
It's since been revealed that the Danish monarch, 56, flew to Switzerland for the Biathlon World Championships in Lenzerheide.
Biathlon is a winter sport encompassing cross-country skiing and rifle shooting. Athletes race through snow-covered courses, stopping at designated shooting ranges to hit targets.
Frederik was pictured arriving on the course by Danish newspaper, Dagbladet.
It comes after the King and his wife, Queen Mary, enjoyed a private holiday with their three youngest children during their winter break from school from 7 to 16 February.
Crown Prince Christian also acted as regent during that period.
The Danish royal couple have a busy spring ahead of them, with various official international trips announced.
King Frederik and Queen Mary will undergo a state visit to Finland from 4 to 5 March, followed by a state visit to France from 31 March to 2 April.
The monarch will then pay a solo accession visit to Japan from 23 to 25 April, where he will participate in the international world exhibition Expo 2025 in Osaka.
Queen Mary resumed her royal duties last week after visiting family in her native Australia.
The royal, 53, was pictured as she held a meeting with the leader of The Queen Mary's Centre, Simon Kjær Hansen, at Amalienborg Palace in Copenhagen last Friday.
On Monday, the King and Queen were expected to attend a service at Holmes Church to mark the third anniversary of the invasion of Ukraine.
On Tuesday, Frederik will greet newly-appointed first lieutenants from the Army at Christian VII's Palace at Amalienborg, while Mary will attend the EliteForsk Prize ceremony.
And on Friday, the royal couple will host a special evening reception for the arts and culture sectors at the palace, where they will be joined by Frederik's mother, Queen Margrethe.
Family outing
It was also confirmed on Monday that the Danish royals will once again participate in this year's Royal Run on 9 June.
King Frederik will kick off the race in Ribe, continuing in Horsens, before ending in Copenhagen/Frederiksberg.
Meanwhile, Crown Prince Christian will participate in the race in Viborg, while Queen Mary will run in the Korsør event.
Frederik, who has run marathons in Copenhagen, New York and Paris, set up Royal Run to mark his 50th birthday in 2018 and it has become an annual event ever since.