King Frederik and Queen Mary hosted a glamourous event days after affair rumours were quashed by socialite.
The Danish royal couple shared photos of their gala dinner at Amalienborg on Monday evening to Instagram.
At the event they were joined by Margrethe II, 83, who abdicated the crown in favour of her son in January.
The engagement comes days after Mexican socialite Genoveva Casanova spoke out following accusations of having an affair with King Fredrik.
King Frederik and Queen Mary hosted their first gala dinner
Instagram @detdanskekongehus
Casanova previously denied having any romantic relationship with the King of Denmark while the Danish royal household did not comment.
The 47-year-old posted: "Hello everyone! Here I am back! I want to thank all the people who have cared about me this past year, those who have understood my absence and my silence, and those who have sent me messages of love and support.
"You have no idea how much that meant to me…Thank you very much!”
The TV star and the King of Denmark were pictured together on a night out in Madrid in November sparking “malicious rumours.”
Frederik and Mary were joined by Queen Margrethe II
Instagram @detdanskekongehus
She continued: “It's been a few months where I needed peace and quiet, but I'm already doing my best to slowly be able to return to my normal life and meet my work commitments.
“Once again, a million thanks! Taj and I are leaving you our best smile with some pictures from our walk this afternoon and wishing you all a very good night.”
Queen Mary, 52, looked gorgeous in a floor-length, black gown with a military-style jacket and a light blue sash.
She wore her hair up in a low bun and opted for a natural make-up look with rose-tinted cheeks and a nude lip.
King Frederik wore a military uniform in blue with his medals on display and a matching sash.
The couple posted four photographs of the royal event on their Instagram page showcasing the grand dinner.
The post read: “On Monday evening, the royal couple hosted a dinner attended by representatives from the Armed Forces, the Air Force and the National Emergency Management Agency.
“Her Majesty Queen Margrethe also attended the dinner which was held in Frederik VIII’s Palace at Amalienborg.”
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Frederik and Mary became King and Queen earlier this monthPAFrederik was appointed King on January 14, just two weeks after Queen Margrethe announced her shock abdication.
It continued: “On this birthday, 11 March 1953, Frederik IX instituted the badge of honour of the Armed Forces and the Air Force as a parallel to the badge of honour of the Navy, which as the first badge of honour was already instituted in 1801 by Christian 7. The badge of honour dinner is therefore held on the day of the establishment on 11 March.”
The King and Queen are preparing for their first sovereign state tour as Danish monarchs later this year.
The royal couple will visit their Scandinavian neighbours in May where they will meet with other Nordic monarchs.