Denmark’s Prince Henrik, the husband of Queen Margrethe, died on Tuesday night at the age of 83.
"His Royal Highness Prince Henrik died peacefully in his sleep …," the Royal House said in a statement.
"Her Majesty the Queen and the two sons were at his side."
The 83-year-old French-born prince was diagnosed with a benign tumour two weeks ago.
He had been hospitalised following an illness that began during a private trip to Egypt.
Shortly before his death, he was transferred from a Copenhagen hospital back to at Fredensborg Castle, north of the city, where he had wanted to spend "his final time".
Queen Margrethe and Britain’ Queen Elizabeth are said to be very close friends and are also distantly related as third cousins.
Prince Henrik will not be buried next to Queen Margrethe at his own request.
He remained bitter throughout his life at not being made King and accused his wife of being disrespectful.
Born Henri Marie Jean André de Laborde de Monpezat in France in 1934, Prince Henrik married Queen Margrethe in 1967 and they have two sons, the Crown Prince and Prince Joachim.
The Royal House in September said Prince Henrik had been diagnosed with dementia.