THE DANISH royal family - including Australia's Princess Mary - is in mourning following the death of Prince Henrik. He was 83.
A statement from the palace said Henrik, the husband of Queen Margrethe, died surrounded by his family.
"His Royal Highness Prince Henrik died peacefully in his sleep ...," the statement said.
"Her Majesty the Queen and the two sons were at his side."
Henrik was diagnosed with dementia in September last year and his health quickly deteriorated, admitted to a Copenhagen hospital late last month for a lung infection and a benign lung tumour.
The health scare forced Crown Prince Frederik, Mary's husband, to cut short his visit to the Winter Olympics and return to his father's side.
And the family's fears of Henrik's imminent death were confirmed when he was transferred to Fredensborg Palace, where he wished "to spend his last days", earlier this week.
Prince Henrik, leaves behind his wife, Margrethe, and his two sons, Frederik and Prince Joachim.
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