After the Olympics were over, the new couple began a long-distance relationship communicating via email, phone calls, and discrete visits. In 2001, the royal romance was uncovered by the tabloids, shortly after which Mary moved from Australia to Europe. She began teaching English in Paris in December 2001 where she would make occasional trips to Denmark, often attended public events with Crown Prince Fredrick. In September 2003, their engagement was announced. In October that same year, Queen Maragethe gave her official consent to the marriage at a State Council meeting where they became officially engaged.
The Danish parliament passed a special law "Mary's Law", giving her Danish citizenship upon their marriage. She also signed a prenuptial agreement and converted to the Lutheran religion. The couple resided within the Amalienborg Palace Complex.
Their wedding took place on 14 May 2004 at Copenhagen Cathedral, Copenhagen. Her bridesmaids were her two sisters and a good friend, Jane Alison Stephens, Patricia Anne Bailey and Amber Petty.
Today, they are celebrating their 8th wedding anniversary. Together, they have four children:
- Prince Christian of Denmark
- Princess Isabella of Denmark
- Prince Vincent of Denmark
- Princess Josephine of Denmark