Diagnosed in September 2017 with dementia, Henrik was admitted to Copenhagen's Rigshospitalet on January 28 for a tumour in his left lung which turned out to be benign, and a pulmonary infection.
"His Royal Highness Prince Henrik was today transferred from the hospital to Fredensborg Palace", located 40 kilometres (25 miles) north of Copenhagen, "where the prince wishes to spend his last days," the palace said, adding his "condition remains serious".
The palace never disclosed the details of the prince's dementia, saying simply that his illness "involves a deterioration of cognitive abilities".
Born Henri Marie Jean Andre de Laborde de Monpezat on June 11, 1934 near Bordeaux, he married Margrethe, then crown princess, in 1967.
Henrik, who retired from public service in January 2016, has often spoken out about his frustration that his royal title of prince was never changed to king after his wife became queen in 1972.
Last year, he announced that he did not want to be buried next to his wife because he was not made her equal in life, thereby breaking with the tradition of burying royal spouses together in Roskilde Cathedral, west of Copenhagen.
Crown Prince Frederik, 49, cut short his visit to the Winter Olympics in Pyeongchang to return home to his sick father last week.
Henrik and Margrethe have another son, Prince Joachim, who is 48.
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