Princess Mary travels abroad without Prince Frederik after 'affair' rumours

Speaking to Hola!, Genoveva Casanova "categorically" denied any suggestion she was romantically involved with Frederik after they were photographed together in Madrid.

The Danish Royal Family has not yet commented on the allegations.

Amid the ongoing drama, Crown Princess Mary, 51, has travelled back to Australia for the festive season without her husband of 19 years.

She was accompanied by her youngest two twin children, Prince Vincent and Princess Josephine, both 12.

The royal was born in Hobart, but she now lives in Denmark with her husband and four children.

Lene Balleby, the Director of Communications for the Danish royal household, confirmed to the Danish magazine Billed Bladet that Mary would be travelling to visit her family in Australia.

Despite not accompanying Mary at the moment, it is understood that Frederik and his 16-year-old daughter Princess Isabella will join the Crown Princess later on.

The couple's eldest child, Prince Christian, who turned 18 in October, will remain in Denmark for education purposes.

Future King Christian is in his final year of upper secondary education at Ordrup Gymnasium.

Mary is the youngest of four children born to Scottish parents, John Donaldson and Henrietta, who sadly died in 1997.

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She met Prince Frederik at the Slip Inn pub during the 2000 Summer Olympics in Sydney.

But the Australian was unaware that Frederik was a member of the Danish Royal Family.

In a 2005 interview, Mary said: "The first time we met we shook hands, I didn't know he was the Prince of Denmark.

"Half an hour later someone came up to me and said, 'Do you know who these people are'?"