The stylish brunette princesses each created an atmosphere of excitement and sophistication as they stepped out at separate functions wearing a variety of chic outfits.
On Thursday Princess Mary attended Copenhagen International Fashion Fair at the city's Bella Center wearing a navy blue dress with white polka dots.
The mother-of-four accessorised with nude heels, a pink clutch bag and striking blue earrings.
Mary, who is a frequent presence at Copenhagen fashion week, was responsible for opening the exhibition and perused the rails of clothes as she met with designers, stylists and models.
"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.
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.
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.