Avid monarchist Lyton Martin said he came to Canberra's War Memorial on Monday morning to make sure the royals felt welcome in Australia.
"The Danish royal family can only make one state visit to each country during their reign, so it's probably not going to happen again, so ... I really wanted to make sure the King and Queen feel welcome and to welcome Mary home to Australia as well," Mr Martin told AAP.
The Queen's Australian connection - she is originally from Tasmania - made it extra special, he said.
"We have a touch of royalty in Australia and she hasn't stepped a foot wrong in her whole time in public life, so she's definitely very, very special," he said.
Henri Hansen is visiting Australia from Denmark, with his trip planned to partly coincide with the royal visit.
"A big fan of the royals and a big fan of Frederik," he said.
"Four weeks ago I turned 60 and my only wish for my birthday was there was money for travelling and I just got enough to get down here for two weeks."
The King and Queen started Monday in the nation's capital following a state dinner at Government House on Sunday, hosted by the governor-general.
The pair were welcomed with a 21-gun salute and guard of honour as they met with Sam Mostyn, Prime Minister Anthony Albanese and Opposition Leader Angus Taylor.
Ms Mostyn said Australians were filled with joy at the return of the royals.
She outlined shared interests in climate change and sustainability and said she hoped economic ties would grow as part of the visit.
"On behalf of all Australians, it's an honour to host you," Ms Mostyn said at the dinner.
"You are no strangers to this country, of course."
King Frederik said Australia was the couple's second home, after he met the Queen in a Sydney pub during the 2000 Olympics.
The pair married in 2004 and were inaugurated in 2024.
"Once upon a time, Denmark perhaps did not resonate widely in Australia. Then something changed," the King said to laughter around the table.
"From that moment on, everyone Down Under knew of that Nordic country up over.
"Whether we come here for a family visit or a state visit, we feel entirely at ease."
The King and Queen's appetite during the visit goes beyond sightseeing and fancy dinners, with the duo bringing a delegation of 50 Danish companies to strengthen business ties.
Two-way trade between Australia and Denmark raked in more than $3 billion in 2024, the overwhelming majority of which was imports from the Scandinavian country.
Australia had more than $9 billion of investment stocks in Denmark in the same year, while Denmark had $4.66 billion in Australia.
The King and Queen toured Uluru and were taken on a walk to the Mutitjulu Waterhouse by traditional owners on Sunday after touching down the day before.
Queen Mary branded the experience in the red centre "a really great start to what will be an exciting visit here".
Their Australian tour also includes Melbourne and the Queen's home city, Hobart.
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