Princess Mary holds hands with 'affair claim' Prince Frederik at Christmas Eve event

Crown Princess Mary of Denmark was seen holding hands with husband Crown Prince Frederik amid rumours of an alleged affair with Mexican socialite Genoveva were sparked last month

Crown Princess Mary of Denmark has been pictured holding hands with Crown Prince Frederik at Christmas Eve event.

The royal pair were showing each other affection at the church service alongside their four children amid allegations he is having an affair. The rumours rocked the family last month but the husband and wife seemed to be loved up as they headed into Aarhus cathedral on Sunday.

Mary, 51, and Frederik, 55, were seen stepping out alongside Prince Christian, 18, Princess Isabella, 16, Prince Vincent and Princess Josephine, both 12, before attending Marselisborg Castle with Danish Queen Margrethe on Christmas Day.

The Queen also attended the service, as well as Frederik's brother Prince Joachim, his wife Princess Marie and their children Count Henrik and Countess Athena. In November, the prince was accused of having an affair with Mexican socialite Genoveva, 47.

Photos were published of Frederik and Genoveva enjoying a night out at a bodega in Madrid by Spanish language publication Lecturas. They were seen watching flamenco dancing and dined into the early hours. However, the socialite described the rumours as "malicious".

Princess Mary has remained silent, though her and her husband have adopted a 'business as normal' attitude for public appearances. Days before Christmas she shared a cryptic letter about loneliness and the need for positive human connection during the festivities.

It came after she went to New Zealand with three of their children and Frederik during a holiday. The post on the Mary Foundation website saw Mary reflect on the year and admitted it felt shorter than usual. "And at the same time, so much has happened that it is impossible to put it all into words," she continued.

"We need each other if we are to succeed. And that's not only true in the working world and for those of us who are working to combat social isolation," it read. "This is true for all of us. Humans need humans." The snippet on Instagram was posted alongside of the Princess in the snow.

Mary arrived in New Zealand on December 18, having been staying in her homeland Australia since December 6. It was her most low-key return home ever, only helping to fuel rumours of the alleged rift. She travelled to Australia alongside her twins Prince Vincent and Princess Josephine.

The siblings were pictured atop the Sydney Harbour Bridge, but the photograph was quickly removed from the tour company's Instagram account.