Last week, pictures emerged of Frederik, 55, who is married to Australian-born Princess Mary of Denmark, 51, spending time with Genoveva, 47, in Spain.
According to local publication Lecturas, the two were seen eating at a Spanish restaurant, and going to and from Genoveva’s apartment, sparking rumours that the pair might be romantically involved.
Spanish magazine Hola! also reported that the pair visited a Picasso exhibition together at the Thyssen-Bornemisza National Museum in Madrid, adding that Genoveva only joined Frederik because another acquaintance pulled out and asked her to go in his place.
Now, a palace spokesperson has told the Danish publication B.T. that they “do not comment on rumours of insinuations”.
This follows Genoveva’s own response, via a statement posted to Instagram, which threatened legal action against Lecturas, which was first to report the story.
“I categorically deny the statements that suggest a romantic relationship between Prince Frederik and me,” she wrote.
“Any statement of this type not only completely lacks the truth but also misrepresents the facts in a malicious manner.
“This is already in the hands of my lawyers, who will take care of the pertinent steps to protect my right to honour, truth and privacy.”
Prince Frederik and Princess Mary, who have been married since 2004 and share four children, are yet to comment.
Who Is Genoveva Casanova?
Genoveva Casanova, the woman at the centre of the allegations, is a Mexican-born actress-turned -reality star, having first appeared in the 2006 film Goya’s Ghosts, and later in the Spanish versions of various reality shows, including The Masked Singer, Celebrity Masterchef and an all-star version of The Chase.
She was previously married to Spanish author Cayetano Martinez de Irujo, between 2005 and 2008. Her ex-husband is one of five sons of the late Duchess of Alba, one of Europe’s richest aristocrats and a direct royal descendant of King James II of England.
The former couple share 23-year-old twins, who both live and work in the UK.