Prince Henrik passed away on Tuesday, he was 83.
"Your Majesty, allow me to offer my deepest condolences over the death of your husband Prince Henrik. I share your grief and wish that you and all members of the Danish royal family will have enough courage and resilience to face this dark hour," reported Russian news agency TASS, citing the message published on the Kremlin website on Wednesday, as saying.
After being examined by local doctors, he was taken to Denmark. He was admitted to a Copenhagen hospital since January 28 and was discharged on his own request on Tuesday, the TASS reported.
A medical examination earlier revealed that he had a lung infection. A pulmonary infection was said to be the cause of his illness.
Last year, Prince Henrik shockingly announced that he did not want to be buried next to his wife. The Royal Danish House had announced later that Prince Henrik was suffering from dementia.
Born on June 11, 1934, in southwestern France as Henri Marie Jean Andre de Laborde de Monpezat, he later changed his former name to Prince Henrik after marrying then Denmark's future queen, Margrethe II in 1967.
Henrik initially lived his first five years in French Indochina. He graduated from universities in Paris and Hong Kong in 1958-59. He also learned Mandarin and Vietnamese.
Queen Margrethe II and Prince Henrik also owned a chateau in southwestern France where they used to retreat every summer.
Prince Henrik is survived by his wife, sons Crown Prince Frederik and Prince Joachim, and eight grandchildren. (ANI)