On Sunday the couple participated in an Australia versus Denmark yacht race in Sydney harbour.
Mary competed in the Australian "Belle Property" team, financed by her former boss Chris Meehan.
Behind Mary: her lady-in-waiting, countess Victoria Bernstorff-Gyldensteen.
Mary carried a new Prada bag.
In the evening Frederik & Mary attended a reception for the sailors, at the Cruising Yacht Club in Sydney.