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The Danish royals posed for a series of touching family snaps as they enjoyed the snowy delights of Villars in Switzerland.
One picture, which shows the family seated in a traditional alpine restaurant, sees Princess Marie sitting with her cute daughter Athena on her lap.
Dressed in a beige patterned jumper, two-year-old Athena sat patiently with Marie before tucking into a biscuit with her dad.
In the picture, Marie and Joachim's son Prince Henrik is sitting happily with his elder brothers Prince Nikolai and Prince Felix, who are Joachim's children from his previous marriage to Alexandra, Countess of Frederiksborg.
Marie, 38, sported a stylish ensemble for her day on the slopes, teaming a black jacket with bright pink trousers that matched her daughter's all-pink ski suit.
Athena also stayed warm with white mittens and a beige woollen bobble hat, while Prince Felix also stood out in the snow wearing neon green trousers.
As the group stood amid the falling snow, Prince Henrik was pictured sticking out his tongue, trying to catch a snowflake in his mouth.
The family's skiing holiday is an annual affair. In 2013, aged just one, Athena joined Joachim, Marie, Nikolai, Felix and Henrik at the Swiss skiing resort.
The youngest member of the Danish royal family was wrapped up in a sweet dusky pink all-in-one snow suit, a grey knitted hat and a tiny pair of sunglasses, while she was pulled along on a sledge.
During a fun-filled day on the slopes, Nikolai, Felix and Henrik also took turns at pulling their dad on the sled.
The previous year Marie and Joachim went for a skiing holiday as the French-born princess had just given birth to Athena.
Princess Marie and Prince Joachim married on 24 may 2008, six months after it was announced that they were engaged.
A year later the couple welcomed Prince Henrik Carl Joachim Alain on 4 May 2009, followed by Athena Marguerite Françoise Marie on 24 January 2012.