Crown Princess Mary had a daughter on Saturday, the first princess born into the Danish royal family since 1946, the palace said.
The new princess weighed in at 7 pounds, 4 ounces and was 20 inches long, the palace said. Mother and baby are doing well.
Crown Prince Frederik was at the side of his Australian-born wife when she went into labor Saturday.
The royal couple already has an 18-month-old son, Christian.
The new princess will be third in line to the Danish throne after Frederik and Christian. The oldest royal family in Europe, the Danish royals date back to the Viking king Gorm the Old, who died in 958.
Princess Mary, 35, was last seen in public on Monday, when she appeared with the Danish royal family to celebrate Queen Margrethe’s 67th birthday.
Born Mary Donaldson, in Hobart, Tasmania, Mary married Frederik in a lavish wedding in May 2004 at Copenhagen’s Lutheran Cathedral. The couple met in a bar during the 2000 Olympics in Sydney.