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It's the first time royal watchers have seen the little girl since she left hospital with her parents, just a few days after her January 24 birth.
Also appearing in the happy family portrait are proud big brothers Prince Henrik – the couple's two-year-old – and Felix and Nikkolai, Joachim's boys from his marriage to Alexandra, Countess of Frederiksborg.
In line with Danish royal tradition, the new arrival's name will not be revealed until her christening, which will take place on May 20 in Schackenborg, Denmark.
Two days later, Princess Victoria of Sweden's daughter Princess Estelle will be baptised in Stockholm.