Prince Joachim is upset with mother, Queen Margrethe, for snubbing his children.
The Danish Prince, who is sixth in line to the throne, says he is 'sad' as his children have been denied their right to 'Prince' and 'Princess' titles.
Joachim is father to sons Nikolai, Felix and Henrik and daughter Athena.
He tells Danish newspaper Ekstra Bladet : "We are all very sad.
"It’s never fun to see your children being mistreated like that.
“They find themselves in a situation they do not understand."
Upon asking if the decision has deteriorated his relationship with his mother, he said: “I don’t think I need to elaborate here.”
The royal also added that he was only given "five days notice" before his mother's announcement.
He said: "In May, I was presented with a plan, which basically stated that when the children each turned 25, it would happen."
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