Now, the couple have put on a united front, giving their first crowned interview with Danish broadcaster TV 2 on board the Royal Yacht Dannebrog.
Opening up about her life as Queen, the 52-year-old confessed: “It is very new, and there are many changes and decisions.”
Recalling the moment her husband was crowned King, she said: “I stood with the children and when you stepped out onto the balcony towards your fate, it was a moment that moved me incredibly much.
“We could hear and feel it, even if we couldn’t see it. It was a beautiful moment. I was both very happy and very proud.”
Fredrick echoed his wife’s words, adding: “I felt extremely well received. The highlight was when Mary and the children came out and stood right behind me and I had the Danes standing in front of me and waving. It was one of the most amazing things to experience in my life.”
The couple’s accession to the throne came during wild speculation about their relationship after rumours of Frederik’s infidelity surfaced.
Their recent interview during their first state visit to Sweden was yet another sign of how united they are with the pair, using “we” many times throughout.
Speaking to the reporter, Fredrick said, it is a “great pleasure” to board the ship, adding: “We have embarked on our calling and our work, which symbolically happens with this action on the royal ship. It is very special.”
He added that his ascension was “overwhelming and moving”.
Speaking to the Daily Mail, Royal House commentator Jakob Steen Olsen said the interview - which took place a noticeable five months after their crowning - may suggest that the couple wish to move forward as one.
He continued to say the language of “we” further suggests the pair wish to “get off to a good start without any unpleasant questions or agendas”.
Rumours about the state of their marriage began circulating when Spanish magazine Lecturas published images of Frederik during a night out with socialite Genoveve Casanova in November.
According to the magazine, the royal and Casanova went to a Picasso exhibition, went out for dinner and walked around a park together.
The outlet reported that the pair both headed to her apartment separately, leaving the building two hours later.
King Frederik and Queen Mary depart for the State Banquet in Stockholm from the royal yacht Danneborg!! She is wearing the Danish Ruby Parure Tiara! A bit of a surprise, as I was thinking we could have seen another from the vault. Dress looks amazing though!!
Asked about the allegations, the palace refused to make a statement, explaining that it “never comments on rumours” - but Casanova herself shared a statement with media.
“I flatly deny the statements that suggest a romantic relationship between Prince Frederik and me,” she told Hola at the time.
“Any statement of this type is not only completely untrue but also distorts the facts in a malicious manner.”
The royal couple tied the knot in 2004 and have four children together - Prince Christian, 18, Princess Isabella, 16, and twins Prince Vincent and Princess Josephine, 12.