John Dalgleish Donaldson, the father of Queen Mary of Denmark, has died in Hobart on the Australian island of Tasmania at the age of 84, the palace announced in Copenhagen on Sunday.
It said that Donaldson's health had declined over recent years. Queen Mary, wife of King Frederick, last visited her father at the end of March, when they "shared precious time together," the palace said.
"My heart is heavy, and my thoughts are grey. My beloved father has passed away," Queen Mary said.
"But I know that when the grief settles, the memories will brighten my day, and what will remain strongest is love and gratitude for everything he gave me and taught me," the queen added, according to the official statement.
Donaldson, a professor of applied mathematics, was born in Scotland and died on Saturday. The family will hold a private memorial service at a later date.