Under the careful supervision of firemen the little princes - whose mum is Joachim's ex-wife, Alexandra, Countess of Frederiksborg - had a go manning the water hose and helped to put out a blaze. Togged out from head to foot in junior fireman kit the boys looked the part during the thrilling day.
The excursion may have been a treat for the children to show them they're still very much part of the family following the birth of their brother on May 4. The little boy is their father's first child with his second wife Princess Marie, whom he wed in a fairytale wedding a year ago.
While Nikolai and Felix were having the ultimate fun day out, their cousins, Crown Princess Mary's toddlers, Christian, three, and Isabella, two, were being entertained by their dad Frederik.
The heir to the throne was seen picking up the little ones from their daycare centre on a bicycle with the enthusiastic 'help' of the family pet Ziggy.
With a wagon on the front to transport the kids, the prince had his work out for him. If he seemed in a particularly buoyant mood as he zipped along on the nursery run, the date may have had something to do with it - May 26 was his 41st birthday.