83-year-old Prince, who was hospitalised in January last year for lung cancer and later, was diagnosed with dementia in September, had earlier refused to be buried next to his wife unless he was named King rather than Prince Consort.
The prince, who was born in France, had made public his unhappiness at never being named King.
Prince Henrik will, in accordance with his wishes, be cremated. Half his ashes will be spread over Danish waters and the other half buried in the private gardens of Fredensborg Castle, north of Copenhagen, reports New York Times.
Queen Margrethe, 77, is still expected to be buried at the Roskilde Cathedral in a sarcophagus created by Danish artist Bjørn Nørgaard.(ANI)