"I love bags that can be hung on the shoulder," revealed Mary to one designer. "They are very practical when you have kids."
Mary's sister-in-law Marie, who is married to Prince Joachim of Denmark, opted for a more casual look by teaming black trousers and a V-necked white top for her appearance at David Andersen's fashion show.
Marie turned heads in the outfit which also featured black open-toe heels, a multicoloured clutch bag and a large beaded necklace.
Princess Marie of Denmark
The 37-year-old animatedly spoke to the designer David as he talked her through his favourite pieces in the collection.
For the past few years Princess Mary has proved herself to be a faithful follower of Denmark's fashion weeks and was even chosen to launch the event last year.
Mary's fellow European royals, including Princess Victoria of Sweden and Spain's Princess Letizia, often show support for their respective country's fashion weeks.
Princess Mary regularly attends Copenhagen Fashion Week
In a recent survey Australian-born Mary was crowned the most stylish royal, ahead of Prince William's wife, Kate Middleton.
The poll asked 2,318 British women to name their favourite fashionable royal, and Prince Frederik's wife, who is lovingly nicknamed the Kate of Scandinavia, came out on top, narrowly followed by the Duchess of Cambridge.