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Five-year-old Prince Christian smiled with delight as he gave his little sister a hug in the grounds of the summer residence Grasten Castle.
His other sister Isabella, four, was equally joyful – skipping around the garden.
The quartet were also joined by Prince Joachim and Princess Marie and their two-year-old son Prince Henrik.
Completing the happy family scene were proud grandparents Queen Margrethe and Prince Henrik.
Fred and Mary are said to be planning to take the twins on their first trip to Australia in the autumn.
The couple are scheduled to attend a fundraising event at Melbourne Casino in late November.
The trip will also be a chance for Tasmania-born Mary”s relatives to meet the babies for the first time.