Their two eldest children Christian and Isabella smiled out at the crowds, while three-year-old twins Josephine and Vincent, leaned on the balcony walls.
At one point Vincent attempted to climb over the walls and was watched by his laughing parents.
Margrethe's birthday on 16 April always unites the Danish royal family with the Danish public who turn out in their thousands to celebrate the date.
Queen Margrethe was joined by her husband, Prince Henri.
Margrethe is very close to Britain's Queen Elizabeth II and speaking in 2012 she revealed how she had always "admired" her and that she has helped influence herself as a Queen after watching how dedicated Elizabeth is to her nation.