"His Royal Highness Prince Henrik has today been transferred from Rigshospitalet to Fredensborg Castle, where the prince wishes to stay in his last days", the statement read.
Disappointed his royal title of prince was never changed to king when his wife became queen in 1972, Henrik voiced his frustration in the media, which did not endear him to subjects who found him arrogant.
Like most monarchies, a princess in Denmark becomes queen if her husband ascends to the throne but a man does not become king by being married to a queen.
In his early 30s, Prince Henrik worked in the Asia section of the French Ministry of Affairs at the French embassy in London.
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Over the years, Prince Henrik made no secret that he desired a more prominent role and title although this was not possible under the Danish constitution that clearly states that the queen is the monarch.
Born in France in 1934, Prince Henrik married Queen Margrethe in 1967 and they have two sons, the Crown Prince and Prince Joachim. And at 11:18pm local time, he passed away, 83 years old.
In 2017, Henrik was admitted to the hospital several times before being diagnosed with dementia in September. A biopsy later confirmed it was benign, but he contracted an infection leading to a worsened health condition.
Sending love to the Danish Royal Family during this hard time.
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He graduated from universities in Paris, learned Mandarin and Vietnamese and spent a year at the Hong Kong University from 1958-1959.
However, for years he publicly chaffed at being denied the title King Consort, which would have placed him in the line of succession.
The palace statement did not say where the prince would be buried.
Henrik was a divisive figure in Denmark and struggled to win the hearts of many throughout his 50-year marriage to the Queen.
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Being greeted by his family (L-R) Queen Margrethe, Crown Prince Frederik and Crown Princess Mary.