
An ecstatic Crown Prince Frederik told a throng of waiting reporters the birth at Copenhagen University Hospital took six hours.
He said the birth was as beautiful and impressive as that of their first child, Prince Christian, in October 2005, though, "one wasn't as scared as the first time."
"I feel great joy and great happiness - first of all, because they both came very well as you would expect it to be and I can only say it's a relief, but full of happiness and love," he said.
In keeping with Danish royal tradition, the name of the baby has not yet been decided. It is expected in coming weeks.
The Danish Royal family is celebrating the birth of their first princess since 1946.
The baby had been expected at the beginning of next May.
"On Saturday April 21, 2007 at 16.02 pm Her Royal Highness Crown Princess Mary gave birth to a healthy daughter at Rigshospitalet in Copenhagen (Copenhagen University Hospital)."
Mother and baby are doing fine.
His Royal Highness Crown Prince Frederik was present at Rigshospitalet all the time."
view gallery">Click here to see the first pictures of the the new princess
Click here for Prince Christian's first day at school picture gallery
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Roy Lauder
On a more serious note, I personally give something to my friends on the birth of a child. Does anyone think I would be out of line if I made a donation to breast cancer research as a way of marking this new birth?