Her former daughter-in-law Countess Alexandra has now spoken out against the upcoming change, expressing her heartache for her sons, Nikolai and Felix, and their younger siblings.
Danish magazine Se og Hør has reported that via her press advisor Helle von Wildenrath Løvgreen, Alexandra said: "We are all confused by the decision. We are saddened and in shock. This comes like a bolt from the blue. The children feel ostracized. They cannot understand why their identity is being taken away from them."
WATCH: Queen Margrethe and Prince Henrik's romance from the start to his final days
Prince Joachim of Denmark is the Queen's youngest son, and is sixth in line to the throne after his elder brother, Crown Prince Frederik, and Frederik's four children.
According to the Danish Royal Court, Joachim has been "involved and oriented throughout the process".
Countess Alexandra shared her surprise
In a press release shared on Wednesday, the Danish royal family's director of communication said: "With her decision, Her Majesty The Queen wishes to create the framework for the four grandchildren to be able to shape their own lives to a much greater extent without being limited by the special considerations and duties that a formal affiliation with the Royal House of Denmark as an institution involves."
The 81-year-old celebrated her Golden Jubilee earlier this month and was in attendance at the late Queen Elizabeth II's funeral.
Queen Margrethe II recently attended the Queen's funeral
Queen Margrethe II and Crown Prince Frederik were among royals and government leaders from across the world to take part in the historic occasion.
During the moving service, members of the British royal family reunited to honour the Queen and her impressive legacy.
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